Morgan Stanley Call 120 AWK 20.09.2024
/ DE000ME84MB9
Morgan Stanley Call 120 AWK 20.09.../ DE000ME84MB9 /
| 2024-06-27 10:17:02 AM |
Chg.+0.03 |
Bid3:46:53 PM |
Ask3:46:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+2.54% |
1.18
Bid Size: 40,000 |
1.23
Ask Size: 40,000 |
American Water Works |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME84MB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.39 |
| Break-even: |
125.26 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
6.99 |
| Rho: |
0.18 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.37% |
| 1 Month |
|
|
+4.31% |
| 3 Months |
|
|
+32.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.18 |
| 1M High / 1M Low: |
1.56 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
