Morgan Stanley Call 900 TDG 20.09.2024
/ DE000ME2NBR0
Morgan Stanley Call 900 TDG 20.09.../ DE000ME2NBR0 /
| 2024-06-21 9:22:05 PM |
Chg.-0.32 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
-6.94% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
900.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2NBR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.19 |
| Parity: |
3.94 |
| Time value: |
0.53 |
| Break-even: |
1,288.74 |
| Moneyness: |
1.47 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.13 |
| Spread %: |
3.00% |
| Delta: |
0.87 |
| Theta: |
-0.72 |
| Omega: |
2.39 |
| Rho: |
1.54 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.29 |
| Previous Close: |
4.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
+16.89% |
| YTD |
|
|
+124.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.29 |
| 1M High / 1M Low: |
4.65 |
4.08 |
| 6M High / 6M Low: |
4.65 |
1.68 |
| High (YTD): |
2024-05-27 |
4.65 |
| Low (YTD): |
2024-01-08 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
4.43 |
| Avg. volume 1M: |
|
140 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
25.76 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.27% |
| Volatility 6M: |
|
58.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
