Morgan Stanley Call 160 PSX 20.12.2024
/ DE000ME8NJA6
Morgan Stanley Call 160 PSX 20.12.../ DE000ME8NJA6 /
| 18/10/2024 08:10:27 |
Chg.-0.007 |
Bid11:17:22 |
Ask11:17:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-9.46% |
0.066
Bid Size: 2,000 |
0.105
Ask Size: 2,000 |
Phillips 66 |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME8NJA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
146.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.46 |
| Time value: |
0.08 |
| Break-even: |
148.59 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.01 |
| Spread %: |
12.00% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
16.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.53% |
| 1 Month |
|
|
-24.72% |
| 3 Months |
|
|
-79.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.069 |
| 1M High / 1M Low: |
0.168 |
0.066 |
| 6M High / 6M Low: |
1.430 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.33% |
| Volatility 6M: |
|
240.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
