Morgan Stanley Call 200 FI 20.12.2024
/ DE000ME6LTV9
Morgan Stanley Call 200 FI 20.12..../ DE000ME6LTV9 /
| 15/11/2024 17:57:28 |
Chg.-0.12 |
Bid18:13:57 |
Ask18:13:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-8.70% |
1.25
Bid Size: 40,000 |
1.26
Ask Size: 40,000 |
Fiserv |
200.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6LTV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
1.03 |
| Time value: |
0.30 |
| Break-even: |
203.24 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
11.47 |
| Rho: |
0.13 |
Quote data
| Open: |
1.22 |
| High: |
1.26 |
| Low: |
1.22 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.35% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
+950.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.38 |
| 1M High / 1M Low: |
1.71 |
0.56 |
| 6M High / 6M Low: |
1.71 |
0.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.97% |
| Volatility 6M: |
|
195.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
