Morgan Stanley Call 105 HEI 20.09.2024
/ DE000ME813Z4
Morgan Stanley Call 105 HEI 20.09.../ DE000ME813Z4 /
| 2024-07-26 9:37:11 AM |
Chg.-0.010 |
Bid11:45:03 AM |
Ask11:45:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
-6.13% |
0.171
Bid Size: 15,000 |
0.177
Ask Size: 15,000 |
HEIDELBERG MATERIALS... |
105.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME813Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
60.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.71 |
| Time value: |
0.16 |
| Break-even: |
106.63 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
4.49% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
16.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.153 |
| High: |
0.153 |
| Low: |
0.153 |
| Previous Close: |
0.163 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.48% |
| 1 Month |
|
|
+17.69% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.163 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
