Morgan Stanley Call 80 MDT 20.09.2024
/ DE000ME226W6
Morgan Stanley Call 80 MDT 20.09..../ DE000ME226W6 /
| 2024-06-14 6:16:52 PM |
Chg.- |
Bid11:56:50 AM |
Ask11:56:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
0.390
Bid Size: 3,750 |
0.400
Ask Size: 3,750 |
Medtronic PLC |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME226W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.10 |
| Time value: |
0.30 |
| Break-even: |
78.75 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
11.46 |
| Rho: |
0.11 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-49.35% |
| 3 Months |
|
|
-44.29% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.390 |
| 1M High / 1M Low: |
0.770 |
0.390 |
| 6M High / 6M Low: |
1.110 |
0.390 |
| High (YTD): |
2024-01-31 |
1.110 |
| Low (YTD): |
2024-06-14 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.49% |
| Volatility 6M: |
|
134.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
