Morgan Stanley Call 16 CLN 20.12.2024
/ DE000ME86235
Morgan Stanley Call 16 CLN 20.12..../ DE000ME86235 /
| 09/10/2024 17:15:34 |
Chg.-0.001 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.173EUR |
-0.57% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
16.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME8623 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-3.77 |
| Time value: |
0.23 |
| Break-even: |
17.22 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
2.82 |
| Spread abs.: |
0.05 |
| Spread %: |
31.03% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
9.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.173 |
| Low: |
0.170 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.49% |
| 1 Month |
|
|
+34.11% |
| 3 Months |
|
|
-66.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.188 |
0.173 |
| 1M High / 1M Low: |
0.196 |
0.110 |
| 6M High / 6M Low: |
0.700 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.181 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.10% |
| Volatility 6M: |
|
175.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
