Morgan Stanley Call 160 PNC 20.12.2024
/ DE000ME9H2L8
Morgan Stanley Call 160 PNC 20.12.../ DE000ME9H2L8 /
| 08/11/2024 13:56:44 |
Chg.-0.07 |
Bid20:02:38 |
Ask20:02:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
-1.69% |
4.28
Bid Size: 40,000 |
4.30
Ask Size: 40,000 |
PNC Financial Servic... |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9H2L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PNC Financial Services Group Inc |
| 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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
4.00 |
| Time value: |
0.16 |
| Break-even: |
189.81 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
4.22 |
| Rho: |
0.15 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
4.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.46% |
| 1 Month |
|
|
+84.16% |
| 3 Months |
|
|
+149.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
2.57 |
| 1M High / 1M Low: |
4.20 |
2.21 |
| 6M High / 6M Low: |
4.20 |
0.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
128.71 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.03% |
| Volatility 6M: |
|
173.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
