Morgan Stanley Call 90 DIOD 20.09.2024
/ DE000ME1C0R2
Morgan Stanley Call 90 DIOD 20.09.../ DE000ME1C0R2 /
| 6/3/2024 12:13:05 PM |
Chg.+0.030 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+15.79% |
0.220
Bid Size: 2,000 |
0.310
Ask Size: 2,000 |
Diodes Inc |
90.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1C0R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Diodes Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
-1.46 |
| Time value: |
0.29 |
| Break-even: |
85.83 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
6.83 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-24.14% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
-70.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.390 |
0.157 |
| 6M High / 6M Low: |
0.770 |
0.157 |
| High (YTD): |
1/2/2024 |
0.690 |
| Low (YTD): |
5/10/2024 |
0.157 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.43% |
| Volatility 6M: |
|
199.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
