Morgan Stanley Call 90 SRE 20.12.2024
/ DE000ME661V6
Morgan Stanley Call 90 SRE 20.12..../ DE000ME661V6 /
| 6/10/2024 4:43:51 PM |
Chg.-0.011 |
Bid7:04:41 PM |
Ask7:04:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-10.68% |
0.091
Bid Size: 50,000 |
0.107
Ask Size: 50,000 |
Sempra |
90.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME661V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-1.36 |
| Time value: |
0.11 |
| Break-even: |
84.64 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
14.00% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
11.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.090 |
| High: |
0.092 |
| Low: |
0.090 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.103 |
| 1M High / 1M Low: |
0.121 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
