Morgan Stanley Knock-Out PRY
/ DE000ME1DGD2
Morgan Stanley Knock-Out PRY/ DE000ME1DGD2 /
| 2024-06-03 6:07:57 PM |
Chg.0.00 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
PRYSMIAN |
28.5105 EUR |
2078-12-31 |
Call |
Master data
| Issuer: |
Morgan Stanley |
| WKN: |
ME1DGD |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
28.5105 EUR |
| Maturity: |
Endless |
| Issue date: |
2023-10-02 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.91 |
| Knock-out: |
31.08 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
28.01 |
| Distance to knock-out %: |
47.47% |
| Distance to strike price: |
30.5079 |
| Distance to strike price %: |
51.71% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.63% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.11 |
| High: |
3.14 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
+35.34% |
| 3 Months |
|
|
+76.40% |
| YTD |
|
|
+136.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.24 |
3.01 |
| 1M High / 1M Low: |
3.24 |
2.32 |
| 6M High / 6M Low: |
3.24 |
0.82 |
| High (YTD): |
2024-05-27 |
3.24 |
| Low (YTD): |
2024-01-19 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.38% |
| Volatility 6M: |
|
62.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
