Morgan Stanley Call 170 DRI 20.12.2024
/ DE000ME66DM2
Morgan Stanley Call 170 DRI 20.12.../ DE000ME66DM2 /
2024-11-12 5:35:52 PM |
Chg.-0.120 |
Bid9:01:20 PM |
Ask9:01:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-19.67% |
0.500 Bid Size: 25,000 |
0.520 Ask Size: 25,000 |
Darden Restaurants I... |
170.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME66DM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.07 |
Time value: |
0.63 |
Break-even: |
165.73 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
0.52 |
Theta: |
-0.09 |
Omega: |
12.99 |
Rho: |
0.08 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.490 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+68.97% |
1 Month |
|
|
+113.04% |
3 Months |
|
|
+237.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.290 |
1M High / 1M Low: |
0.610 |
0.230 |
6M High / 6M Low: |
0.830 |
0.128 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.63% |
Volatility 6M: |
|
487.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |