Morgan Stanley Call 85 SRE 21.06.2024
/ DE000ME01697
Morgan Stanley Call 85 SRE 21.06..../ DE000ME01697 /
| 28/05/2024 09:58:59 |
Chg.- |
Bid08:00:32 |
Ask08:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
- |
0.022
Bid Size: 3,750 |
0.051
Ask Size: 3,750 |
Sempra |
85.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
ME0169 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
24/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
136.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.84 |
| Time value: |
0.05 |
| Break-even: |
78.77 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
5.25 |
| Spread abs.: |
0.03 |
| Spread %: |
131.82% |
| Delta: |
0.15 |
| Theta: |
-0.03 |
| Omega: |
20.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
-43.59% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.022 |
| 1M High / 1M Low: |
0.031 |
0.018 |
| 6M High / 6M Low: |
0.160 |
0.018 |
| High (YTD): |
04/01/2024 |
0.139 |
| Low (YTD): |
21/05/2024 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.46% |
| Volatility 6M: |
|
177.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
