Morgan Stanley Call 11 TME 20.12.2024
/ DE000ME63U91
Morgan Stanley Call 11 TME 20.12..../ DE000ME63U91 /
11/09/2024 15:49:18 |
Chg.0.000 |
Bid17:57:52 |
Ask17:57:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
0.00% |
0.530 Bid Size: 45,000 |
0.590 Ask Size: 45,000 |
Tencent Music Entert... |
11.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME63U9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Tencent Music Entertainment Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
29/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.40 |
Parity: |
-1.23 |
Time value: |
0.57 |
Break-even: |
10.55 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.06 |
Spread %: |
11.76% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
5.92 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.540 |
Low: |
0.490 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.94% |
1 Month |
|
|
-78.49% |
3 Months |
|
|
-86.15% |
YTD |
|
|
-54.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.540 |
1M High / 1M Low: |
2.650 |
0.540 |
6M High / 6M Low: |
4.770 |
0.540 |
High (YTD): |
17/05/2024 |
4.770 |
Low (YTD): |
10/09/2024 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.931 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.896 |
Avg. volume 6M: |
|
1.875 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.73% |
Volatility 6M: |
|
163.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |