Morgan Stanley Call 200 EXPE 20.06.2025
/ DE000ME4GCP2
Morgan Stanley Call 200 EXPE 20.0.../ DE000ME4GCP2 /
| 18/10/2024 15:43:02 |
Chg.-0.020 |
Bid21:03:07 |
Ask21:03:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-2.41% |
0.810
Bid Size: 25,000 |
0.860
Ask Size: 25,000 |
Expedia Group Inc |
200.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME4GCP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
-3.88 |
| Time value: |
0.88 |
| Break-even: |
193.49 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
5.35 |
| Rho: |
0.26 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.810 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.65% |
| 1 Month |
|
|
+107.69% |
| 3 Months |
|
|
+52.83% |
| YTD |
|
|
-50.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.610 |
| 1M High / 1M Low: |
0.830 |
0.390 |
| 6M High / 6M Low: |
0.830 |
0.161 |
| High (YTD): |
08/02/2024 |
1.890 |
| Low (YTD): |
30/05/2024 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.06% |
| Volatility 6M: |
|
166.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
