Morgan Stanley Call 105 NDA 20.09.2024
/ DE000ME3VL09
Morgan Stanley Call 105 NDA 20.09.../ DE000ME3VL09 /
| 2024-07-29 10:34:32 AM |
Chg.+0.002 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+6.25% |
0.034
Bid Size: 25,000 |
0.059
Ask Size: 25,000 |
AURUBIS AG |
105.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VL0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
116.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.32 |
| Parity: |
-3.37 |
| Time value: |
0.06 |
| Break-even: |
105.61 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
13.89 |
| Spread abs.: |
0.03 |
| Spread %: |
90.63% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
9.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.44% |
| 1 Month |
|
|
-37.04% |
| 3 Months |
|
|
-60.92% |
| YTD |
|
|
-90.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.032 |
| 1M High / 1M Low: |
0.058 |
0.032 |
| 6M High / 6M Low: |
0.280 |
0.032 |
| High (YTD): |
2024-01-02 |
0.340 |
| Low (YTD): |
2024-07-26 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.74% |
| Volatility 6M: |
|
155.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
