Morgan Stanley Call 130 DHI 20.09.2024
/ DE000ME180V7
Morgan Stanley Call 130 DHI 20.09.../ DE000ME180V7 /
| 12/07/2024 14:14:19 |
Chg.+0.90 |
Bid16:13:23 |
Ask16:13:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
+67.16% |
2.42
Bid Size: 25,000 |
2.44
Ask Size: 25,000 |
D R Horton Inc |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME180V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.81 |
| Time value: |
0.33 |
| Break-even: |
140.95 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
5.32 |
| Rho: |
0.18 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.80% |
| 1 Month |
|
|
+20.43% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
-24.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.11 |
| 1M High / 1M Low: |
1.86 |
1.08 |
| 6M High / 6M Low: |
3.78 |
1.08 |
| High (YTD): |
28/03/2024 |
3.78 |
| Low (YTD): |
04/07/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.62% |
| Volatility 6M: |
|
139.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
