Morgan Stanley Call 170 4AB 20.09.2024
/ DE000ME8H8N2
Morgan Stanley Call 170 4AB 20.09.../ DE000ME8H8N2 /
| 26/08/2024 17:34:27 |
Chg.- |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
170.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME8H8N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
27/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.25 |
| Intrinsic value: |
7.99 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.17 |
| Parity: |
7.99 |
| Time value: |
13.00 |
| Break-even: |
190.99 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
12.11 |
| Spread abs.: |
0.08 |
| Spread %: |
0.38% |
| Delta: |
0.62 |
| Theta: |
-0.82 |
| Omega: |
5.29 |
| Rho: |
0.02 |
Quote data
| Open: |
20.76 |
| High: |
20.81 |
| Low: |
20.76 |
| Previous Close: |
20.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.28% |
| 3 Months |
|
|
+241.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
20.81 |
17.42 |
| 6M High / 6M Low: |
20.81 |
2.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
19.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.20% |
| Volatility 6M: |
|
241.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
