Morgan Stanley Call 90 PM 20.06.2025
/ DE000ME3XL98
Morgan Stanley Call 90 PM 20.06.2.../ DE000ME3XL98 /
| 6/24/2024 11:13:37 AM |
Chg.+0.05 |
Bid4:12:18 PM |
Ask4:12:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+3.82% |
1.40
Bid Size: 80,000 |
1.43
Ask Size: 80,000 |
Philip Morris Intern... |
90.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
ME3XL9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
0.93 |
| Time value: |
0.45 |
| Break-even: |
98.01 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.59 |
| Rho: |
0.63 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
+65.85% |
| YTD |
|
|
+32.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.31 |
| 1M High / 1M Low: |
1.59 |
1.22 |
| 6M High / 6M Low: |
1.59 |
0.62 |
| High (YTD): |
6/7/2024 |
1.59 |
| Low (YTD): |
3/1/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.25% |
| Volatility 6M: |
|
93.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
