Morgan Stanley Call 80 P911 21.06.2024
/ DE000ME02W69
Morgan Stanley Call 80 P911 21.06.../ DE000ME02W69 /
2024-06-10 9:19:08 PM |
Chg.-0.030 |
Bid9:47:22 PM |
Ask9:47:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-11.54% |
0.250 Bid Size: 500 |
0.360 Ask Size: 500 |
PORSCHE AG VZ |
80.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
ME02W6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-28 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
167.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
-4.62 |
Time value: |
0.45 |
Break-even: |
80.45 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
7.67 |
Spread abs.: |
0.19 |
Spread %: |
73.08% |
Delta: |
0.18 |
Theta: |
-0.06 |
Omega: |
30.46 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.230 |
Low: |
0.200 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.34% |
1 Month |
|
|
-91.22% |
3 Months |
|
|
-93.98% |
YTD |
|
|
-94.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.260 |
1M High / 1M Low: |
4.870 |
0.220 |
6M High / 6M Low: |
8.020 |
0.220 |
High (YTD): |
2024-04-11 |
8.020 |
Low (YTD): |
2024-05-29 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.486 |
Avg. volume 1M: |
|
333.333 |
Avg. price 6M: |
|
4.182 |
Avg. volume 6M: |
|
65.122 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
548.12% |
Volatility 6M: |
|
284.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |