Morgan Stanley Call 90 DIOD 20.09.2024
/ DE000ME1C0R2
Morgan Stanley Call 90 DIOD 20.09.../ DE000ME1C0R2 /
| 2024-06-14 12:27:14 PM |
Chg.-0.010 |
Bid12:49:40 PM |
Ask12:49:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.180
Bid Size: 2,000 |
0.270
Ask Size: 2,000 |
Diodes Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1C0R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Diodes Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
-1.51 |
| Time value: |
0.27 |
| Break-even: |
86.52 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.07 |
| Spread %: |
35.00% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
7.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
-74.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.164 |
| 1M High / 1M Low: |
0.280 |
0.164 |
| 6M High / 6M Low: |
0.770 |
0.157 |
| High (YTD): |
2024-01-02 |
0.690 |
| Low (YTD): |
2024-05-10 |
0.157 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.28% |
| Volatility 6M: |
|
208.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
