Morgan Stanley Call 125 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000ME1Q1Q6
Morgan Stanley Call 125 iShares N.../ DE000ME1Q1Q6 /
19/08/2024 21:13:39 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
8.92EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
125.00 - |
20/09/2024 |
Call |
Master data
WKN: |
ME1Q1Q |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 - |
Maturity: |
20/09/2024 |
Issue date: |
06/10/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
14.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.13 |
Intrinsic value: |
5.97 |
Implied volatility: |
0.65 |
Historic volatility: |
0.16 |
Parity: |
5.97 |
Time value: |
3.06 |
Break-even: |
134.03 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.11 |
Spread %: |
1.23% |
Delta: |
0.69 |
Theta: |
-0.25 |
Omega: |
10.02 |
Rho: |
0.02 |
Quote data
Open: |
8.91 |
High: |
8.92 |
Low: |
8.91 |
Previous Close: |
8.92 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.60% |
3 Months |
|
|
+23.89% |
YTD |
|
|
+37.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
8.99 |
8.56 |
6M High / 6M Low: |
9.18 |
4.33 |
High (YTD): |
01/08/2024 |
9.18 |
Low (YTD): |
19/04/2024 |
4.33 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.65% |
Volatility 6M: |
|
72.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |