Morgan Stanley Call 170 RSG 20.09.2024
/ DE000ME17PL1
Morgan Stanley Call 170 RSG 20.09.../ DE000ME17PL1 /
16/07/2024 21:28:29 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
3.43EUR |
- |
- Bid Size: - |
- Ask Size: - |
Republic Services In... |
170.00 - |
20/09/2024 |
Call |
Master data
WKN: |
ME17PL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Republic Services Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
20/09/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
17/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.49 |
Implied volatility: |
1.22 |
Historic volatility: |
0.13 |
Parity: |
1.49 |
Time value: |
2.00 |
Break-even: |
204.90 |
Moneyness: |
1.09 |
Premium: |
0.11 |
Premium p.a.: |
1.92 |
Spread abs.: |
0.03 |
Spread %: |
0.87% |
Delta: |
0.66 |
Theta: |
-0.37 |
Omega: |
3.51 |
Rho: |
0.08 |
Quote data
Open: |
3.19 |
High: |
3.43 |
Low: |
3.19 |
Previous Close: |
3.18 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+68.97% |
YTD |
|
|
+351.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
3.43 |
1.55 |
High (YTD): |
16/07/2024 |
3.43 |
Low (YTD): |
08/01/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
2.28 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
84.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |