Morgan Stanley Call 200 RSG 20.12.2024
/ DE000ME66FR6
Morgan Stanley Call 200 RSG 20.12.../ DE000ME66FR6 /
16/08/2024 17:41:31 |
Chg.+0.02 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.23EUR |
+1.65% |
- Bid Size: - |
- Ask Size: - |
Republic Services In... |
200.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME66FR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Republic Services Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.23 |
Historic volatility: |
0.13 |
Parity: |
0.26 |
Time value: |
0.98 |
Break-even: |
194.67 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
3.33% |
Delta: |
0.61 |
Theta: |
-0.05 |
Omega: |
9.02 |
Rho: |
0.34 |
Quote data
Open: |
1.21 |
High: |
1.23 |
Low: |
1.21 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.13% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
+92.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.21 |
1.06 |
1M High / 1M Low: |
1.54 |
0.67 |
6M High / 6M Low: |
1.54 |
0.44 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.32% |
Volatility 6M: |
|
138.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |