Morgan Stanley Call 125 AWC 20.09.2024
/ DE000ME1VAY3
Morgan Stanley Call 125 AWC 20.09.../ DE000ME1VAY3 /
| 8/22/2024 8:33:04 PM |
Chg.- |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN WATER WKS D... |
125.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME1VAY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMERICAN WATER WKS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
8/23/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.45 |
| Break-even: |
134.10 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.64 |
| Theta: |
-0.18 |
| Omega: |
9.13 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+52.63% |
| YTD |
|
|
+52.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.900 |
0.860 |
| 6M High / 6M Low: |
0.910 |
0.270 |
| High (YTD): |
8/1/2024 |
0.910 |
| Low (YTD): |
4/17/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.86% |
| Volatility 6M: |
|
135.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
