Morgan Stanley Call 22.5 BTU 20.12.2024
/ DE000ME741U8
Morgan Stanley Call 22.5 BTU 20.1.../ DE000ME741U8 /
| 11/11/2024 17:41:40 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Peabody Energy Corpo... |
22.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME741U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
12/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
0.25 |
| Break-even: |
28.20 |
| Moneyness: |
1.14 |
| Premium: |
0.10 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
3.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
+44.74% |
| 3 Months |
|
|
+192.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.550 |
| 1M High / 1M Low: |
0.660 |
0.260 |
| 6M High / 6M Low: |
0.660 |
0.096 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.565 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.81% |
| Volatility 6M: |
|
210.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
