Morgan Stanley Call 16 CLN 20.12.2024
/ DE000ME86235
Morgan Stanley Call 16 CLN 20.12..../ DE000ME86235 /
| 12/11/2024 10:27:32 |
Chg.- |
Bid10:02:30 |
Ask10:02:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
- |
0.144
Bid Size: 10,000 |
0.187
Ask Size: 10,000 |
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: |
61.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.27 |
| Parity: |
-5.24 |
| Time value: |
0.19 |
| Break-even: |
17.28 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
40.56 |
| Spread abs.: |
0.04 |
| Spread %: |
24.36% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
7.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.154 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.85% |
| 1 Month |
|
|
-10.29% |
| 3 Months |
|
|
-4.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.154 |
| 1M High / 1M Low: |
0.173 |
0.129 |
| 6M High / 6M Low: |
0.700 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.17% |
| Volatility 6M: |
|
176.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
