Morgan Stanley Call 12 AMS 20.12.2024
/ DE000ME9LGE6
Morgan Stanley Call 12 AMS 20.12..../ DE000ME9LGE6 /
| 18/10/2024 13:52:47 |
Chg.+0.001 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
+0.82% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
12.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME9LGE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.12 |
| Historic volatility: |
9.10 |
| Parity: |
-0.19 |
| Time value: |
0.13 |
| Break-even: |
14.11 |
| Moneyness: |
0.85 |
| Premium: |
0.30 |
| Premium p.a.: |
3.69 |
| Spread abs.: |
0.02 |
| Spread %: |
12.61% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.01 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.123 |
| Previous Close: |
0.122 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
+20.59% |
| 3 Months |
|
|
-62.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.123 |
0.114 |
| 1M High / 1M Low: |
0.200 |
0.092 |
| 6M High / 6M Low: |
0.550 |
0.081 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
322.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.48% |
| Volatility 6M: |
|
183.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
