Morgan Stanley Call 1.9 AMS 20.12.2024
/ DE000ME6LRD1
Morgan Stanley Call 1.9 AMS 20.12.../ DE000ME6LRD1 /
| 7/17/2024 10:58:56 AM |
Chg.-0.005 |
Bid12:52:44 PM |
Ask12:52:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-4.42% |
0.106
Bid Size: 22,500 |
0.114
Ask Size: 22,500 |
ams-OSRAM |
1.90 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
ME6LRD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.90 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.91 |
| Parity: |
-0.62 |
| Time value: |
0.12 |
| Break-even: |
2.07 |
| Moneyness: |
0.68 |
| Premium: |
0.56 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.01 |
| Spread %: |
6.09% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
3.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.108 |
| High: |
0.108 |
| Low: |
0.108 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-23.94% |
| 3 Months |
|
|
+21.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.129 |
0.113 |
| 1M High / 1M Low: |
0.153 |
0.109 |
| 6M High / 6M Low: |
1.050 |
0.083 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
42.444 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.09% |
| Volatility 6M: |
|
160.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
