Morgan Stanley Call 110 SSREF 20.09.2024
/ DE000ME15MM0
Morgan Stanley Call 110 SSREF 20..../ DE000ME15MM0 /
26/08/2024 14:23:37 |
Chg.- |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
- |
- Bid Size: - |
- Ask Size: - |
Swiss Re Ltd |
110.00 - |
20/09/2024 |
Call |
Master data
WKN: |
ME15MM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Swiss Re Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
27/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
1.30 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
1.30 |
Time value: |
-0.56 |
Break-even: |
117.40 |
Moneyness: |
1.12 |
Premium: |
-0.05 |
Premium p.a.: |
-0.68 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.710 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+647.37% |
3 Months |
|
|
+4.41% |
YTD |
|
|
+361.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.860 |
0.093 |
6M High / 6M Low: |
0.860 |
0.093 |
High (YTD): |
23/08/2024 |
0.860 |
Low (YTD): |
06/08/2024 |
0.093 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.303 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.422 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
466.64% |
Volatility 6M: |
|
292.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |