Morgan Stanley Call 85 SO 20.12.2024
/ DE000ME66FL9
Morgan Stanley Call 85 SO 20.12.2.../ DE000ME66FL9 /
| 2024-06-21 4:52:49 PM |
Chg.+0.016 |
Bid8:18:49 PM |
Ask8:18:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.232EUR |
+7.41% |
0.207
Bid Size: 50,000 |
0.212
Ask Size: 50,000 |
Southern Co |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME66FL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.22 |
| Break-even: |
81.60 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
11.98 |
| Rho: |
0.12 |
Quote data
| Open: |
0.214 |
| High: |
0.232 |
| Low: |
0.214 |
| Previous Close: |
0.216 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.190 |
| 1M High / 1M Low: |
0.290 |
0.149 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
