Morgan Stanley Call 85 SRE 20.12.2024
/ DE000ME661U8
Morgan Stanley Call 85 SRE 20.12..../ DE000ME661U8 /
| 2024-05-28 10:07:02 AM |
Chg.- |
Bid9:12:32 AM |
Ask9:12:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
- |
0.138
Bid Size: 3,750 |
0.168
Ask Size: 3,750 |
Sempra |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME661U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| 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: |
37.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.84 |
| Time value: |
0.19 |
| Break-even: |
80.14 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
21.29% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
11.11 |
| Rho: |
0.11 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.154 |
| Previous Close: |
0.155 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.95% |
| 1 Month |
|
|
+35.09% |
| 3 Months |
|
|
+17.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.154 |
| 1M High / 1M Low: |
0.228 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
