Morgan Stanley Call 105 TROW 20.12.2024
/ DE000ME2FAV0
Morgan Stanley Call 105 TROW 20.1.../ DE000ME2FAV0 /
| 8/16/2024 8:08:29 PM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
-
Bid Size: - |
-
Ask Size: - |
T Rowe Price Group I... |
105.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.50 |
| Break-even: |
103.69 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
7.92 |
| Rho: |
0.19 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.24% |
| 1 Month |
|
|
-56.98% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
-41.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.620 |
| 1M High / 1M Low: |
1.790 |
0.620 |
| 6M High / 6M Low: |
2.050 |
0.620 |
| High (YTD): |
3/28/2024 |
2.050 |
| Low (YTD): |
8/13/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.06% |
| Volatility 6M: |
|
130.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
