Morgan Stanley Call 1200 TDG 20.12.2024
/ DE000ME66DU5
Morgan Stanley Call 1200 TDG 20.1.../ DE000ME66DU5 /
| 05/07/2024 20:44:45 |
Chg.-0.13 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-8.44% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME66DU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.69 |
| Time value: |
0.81 |
| Break-even: |
1,257.07 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.68 |
| Theta: |
-0.35 |
| Omega: |
5.30 |
| Rho: |
2.95 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.37 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-28.06% |
| 3 Months |
|
|
-2.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.34 |
| 1M High / 1M Low: |
1.96 |
1.34 |
| 6M High / 6M Low: |
2.07 |
0.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
7.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.65% |
| Volatility 6M: |
|
108.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
