Morgan Stanley Call 1300 TDG 20.12.2024
/ DE000ME66DV3
Morgan Stanley Call 1300 TDG 20.1.../ DE000ME66DV3 /
2024-07-26 8:47:23 PM |
Chg.+0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+2.90% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,300.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME66DV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,300.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
-0.60 |
Time value: |
0.74 |
Break-even: |
1,271.52 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.08 |
Spread %: |
12.12% |
Delta: |
0.47 |
Theta: |
-0.36 |
Omega: |
7.20 |
Rho: |
1.83 |
Quote data
Open: |
0.680 |
High: |
0.710 |
Low: |
0.680 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.97% |
1 Month |
|
|
-21.11% |
3 Months |
|
|
-34.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.690 |
1M High / 1M Low: |
0.970 |
0.650 |
6M High / 6M Low: |
1.420 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.802 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.919 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.39% |
Volatility 6M: |
|
144.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |