Morgan Stanley Call 22.5 ARRD 20.09.2024
/ DE000ME2E7Z7
Morgan Stanley Call 22.5 ARRD 20..../ DE000ME2E7Z7 /
| 7/23/2024 10:46:02 AM |
Chg.-0.005 |
Bid3:54:42 PM |
Ask3:54:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-13.51% |
0.025
Bid Size: 100,000 |
0.040
Ask Size: 100,000 |
ARCELORMITTAL S.A. N... |
22.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2E7Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.10 |
| Time value: |
-0.05 |
| Break-even: |
23.02 |
| Moneyness: |
1.05 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
30.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.89% |
| 1 Month |
|
|
-69.81% |
| 3 Months |
|
|
-86.67% |
| YTD |
|
|
-93.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.036 |
| 1M High / 1M Low: |
0.107 |
0.036 |
| 6M High / 6M Low: |
0.530 |
0.036 |
| High (YTD): |
2/9/2024 |
0.530 |
| Low (YTD): |
7/19/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.45% |
| Volatility 6M: |
|
163.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
