Morgan Stanley Call 130 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000ME24R94
Morgan Stanley Call 130 iShares N.../ DE000ME24R94 /
| 8/19/2024 9:13:54 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
130.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME24R9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.16 |
| Parity: |
0.15 |
| Time value: |
1.58 |
| Break-even: |
147.30 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
98.54 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.58 |
| Theta: |
-0.91 |
| Omega: |
4.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.54 |
| High: |
1.65 |
| Low: |
1.54 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.91% |
| 3 Months |
|
|
+61.76% |
| YTD |
|
|
+18.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.65 |
1.22 |
| 6M High / 6M Low: |
1.95 |
0.44 |
| High (YTD): |
7/31/2024 |
1.95 |
| Low (YTD): |
4/19/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.13% |
| Volatility 6M: |
|
165.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
