Morgan Stanley Call 1125 TDG 20.12.2024
/ DE000ME66DU5
Morgan Stanley Call 1125 TDG 20.1.../ DE000ME66DU5 /
| 18/10/2024 17:29:14 |
Chg.-0.14 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,125.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME66DU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,125.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.21 |
| Parity: |
1.61 |
| Time value: |
1.14 |
| Break-even: |
1,400.00 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.08 |
| Spread %: |
3.00% |
| Delta: |
0.71 |
| Theta: |
-1.39 |
| Omega: |
3.32 |
| Rho: |
1.09 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.66 |
| Previous Close: |
2.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+33.67% |
| 3 Months |
|
|
+131.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.55 |
| 1M High / 1M Low: |
2.90 |
1.99 |
| 6M High / 6M Low: |
2.90 |
0.99 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.05% |
| Volatility 6M: |
|
140.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
