Morgan Stanley Call 102.5 SSREF 20.09.2024
/ DE000ME15MJ6
Morgan Stanley Call 102.5 SSREF 2.../ DE000ME15MJ6 /
| 8/26/2024 2:23:37 PM |
Chg.- |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Swiss Re Ltd |
102.50 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME15MJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Swiss Re Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
8/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
2.05 |
| Time value: |
-0.57 |
| Break-even: |
117.30 |
| Moneyness: |
1.20 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.44 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+336.36% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
+414.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.60 |
0.32 |
| 6M High / 6M Low: |
1.60 |
0.32 |
| High (YTD): |
8/23/2024 |
1.60 |
| Low (YTD): |
1/5/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.84% |
| Volatility 6M: |
|
209.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
