Morgan Stanley Call 160 CLX 20.12.2024
/ DE000ME9GVU1
Morgan Stanley Call 160 CLX 20.12.../ DE000ME9GVU1 /
12/11/2024 18:59:05 |
Chg.-0.090 |
Bid20:35:45 |
Ask20:35:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-11.39% |
0.730 Bid Size: 50,000 |
0.750 Ask Size: 50,000 |
Clorox Co |
160.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME9GVU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Clorox Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.47 |
Time value: |
0.32 |
Break-even: |
157.95 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.68 |
Theta: |
-0.07 |
Omega: |
13.33 |
Rho: |
0.10 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.700 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-1.41% |
3 Months |
|
|
+212.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.640 |
1M High / 1M Low: |
0.880 |
0.500 |
6M High / 6M Low: |
1.240 |
0.079 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.468 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.63% |
Volatility 6M: |
|
411.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |