Morgan Stanley Call 160 PER 20.09.2024
/ DE000ME40YF7
Morgan Stanley Call 160 PER 20.09.../ DE000ME40YF7 /
02/08/2024 15:22:18 |
Chg.+0.004 |
Bid17:00:47 |
Ask17:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
+6.78% |
0.065 Bid Size: 40,000 |
0.071 Ask Size: 40,000 |
PERNOD RICARD ... |
160.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME40YF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
22/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
183.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
-3.73 |
Time value: |
0.07 |
Break-even: |
160.67 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
6.45 |
Spread abs.: |
0.01 |
Spread %: |
13.56% |
Delta: |
0.08 |
Theta: |
-0.03 |
Omega: |
13.88 |
Rho: |
0.01 |
Quote data
Open: |
0.062 |
High: |
0.063 |
Low: |
0.062 |
Previous Close: |
0.059 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.62% |
1 Month |
|
|
-14.86% |
3 Months |
|
|
-78.28% |
YTD |
|
|
-95.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.053 |
1M High / 1M Low: |
0.088 |
0.053 |
6M High / 6M Low: |
1.310 |
0.053 |
High (YTD): |
22/02/2024 |
1.310 |
Low (YTD): |
31/07/2024 |
0.053 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.452 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.79% |
Volatility 6M: |
|
148.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |