Morgan Stanley Call 105 TROW 20.12.2024
/ DE000ME2FAV0
Morgan Stanley Call 105 TROW 20.1.../ DE000ME2FAV0 /
| 2024-10-18 8:12:19 PM |
Chg.+0.24 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
T Rowe Price Group I... |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME2FAV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
T Rowe Price Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.98 |
| Time value: |
0.25 |
| Break-even: |
108.92 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
6.78 |
| Rho: |
0.12 |
Quote data
| Open: |
1.01 |
| High: |
1.20 |
| Low: |
1.01 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.16% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-13.67% |
| YTD |
|
|
-8.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.73 |
| 1M High / 1M Low: |
1.20 |
0.59 |
| 6M High / 6M Low: |
1.79 |
0.39 |
| High (YTD): |
2024-03-28 |
2.05 |
| Low (YTD): |
2024-09-11 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.83% |
| Volatility 6M: |
|
155.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
