Morgan Stanley Call 100 ABL 20.09.2024
/ DE000ME1UBG0
Morgan Stanley Call 100 ABL 20.09.../ DE000ME1UBG0 /
| 8/30/2024 8:18:34 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
100.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME1UBG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/2/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.63 |
| Break-even: |
109.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
4.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.60 |
| Theta: |
-0.29 |
| Omega: |
6.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.29% |
| 3 Months |
|
|
+45.00% |
| YTD |
|
|
+42.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
0.870 |
0.330 |
| High (YTD): |
8/30/2024 |
0.870 |
| Low (YTD): |
7/18/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.57% |
| Volatility 6M: |
|
123.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
