Morgan Stanley Call 1.3 AMS 20.12.2024
/ DE000ME9P679
Morgan Stanley Call 1.3 AMS 20.12.../ DE000ME9P679 /
| 18/09/2024 13:46:26 |
Chg.+0.007 |
Bid14:44:34 |
Ask14:44:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+9.72% |
0.080
Bid Size: 125,000 |
0.087
Ask Size: 125,000 |
ams-OSRAM |
1.30 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME9P67 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.30 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
06/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.91 |
| Parity: |
-0.49 |
| Time value: |
0.08 |
| Break-even: |
1.46 |
| Moneyness: |
0.64 |
| Premium: |
0.64 |
| Premium p.a.: |
5.95 |
| Spread abs.: |
0.01 |
| Spread %: |
8.45% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
3.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.60% |
| 1 Month |
|
|
-47.33% |
| 3 Months |
|
|
-79.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.070 |
| 1M High / 1M Low: |
0.153 |
0.070 |
| 6M High / 6M Low: |
0.490 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.11% |
| Volatility 6M: |
|
141.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
