Morgan Stanley Call 1200 MTD 20.09.2024
/ DE000ME24RE8
Morgan Stanley Call 1200 MTD 20.0.../ DE000ME24RE8 /
| 08/08/2024 12:45:04 |
Chg.-0.07 |
Bid14:54:51 |
Ask14:54:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-4.27% |
1.64
Bid Size: 2,000 |
1.82
Ask Size: 2,000 |
Mettler Toledo Inter... |
1,200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME24RE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
1.45 |
| Time value: |
0.33 |
| Break-even: |
1,276.15 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.17 |
| Spread %: |
10.56% |
| Delta: |
0.79 |
| Theta: |
-0.82 |
| Omega: |
5.51 |
| Rho: |
0.95 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.52% |
| 1 Month |
|
|
+5.37% |
| 3 Months |
|
|
+17.16% |
| YTD |
|
|
+4.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
1.64 |
| 1M High / 1M Low: |
3.21 |
1.37 |
| 6M High / 6M Low: |
3.46 |
0.91 |
| High (YTD): |
16/05/2024 |
3.46 |
| Low (YTD): |
13/02/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.85% |
| Volatility 6M: |
|
203.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
