Morgan Stanley Call 1600 TDG 20.1.../  DE000ME66DW1  /

Stuttgart
7/5/2024  8:44:45 PM Chg.+0.009 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.149EUR +6.43% -
Bid Size: -
-
Ask Size: -
Transdigm Group Inco... 1,600.00 USD 12/20/2024 Call
 

Master data

WKN: ME66DW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,600.00 USD
Maturity: 12/20/2024
Issue date: 1/2/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 55.46
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -3.00
Time value: 0.21
Break-even: 1,497.29
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.70
Spread abs.: 0.06
Spread %: 43.24%
Delta: 0.18
Theta: -0.21
Omega: 9.87
Rho: 0.86
 

Quote data

Open: 0.170
High: 0.170
Low: 0.147
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.87%
1 Month
  -42.69%
3 Months
  -29.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.149 0.140
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.290 0.094
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.09%
Volatility 6M:   168.71%
Volatility 1Y:   -
Volatility 3Y:   -