Morgan Stanley Call 24 VAS 20.09.2024
/ DE000ME9S541
Morgan Stanley Call 24 VAS 20.09..../ DE000ME9S541 /
| 7/4/2024 6:57:32 PM |
Chg.+0.020 |
Bid7/4/2024 |
Ask7/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.280
Bid Size: 10,000 |
-
Ask Size: - |
VOESTALPINE AG |
24.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME9S54 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.16 |
| Time value: |
0.12 |
| Break-even: |
26.80 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
6.36 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.15% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.239 |
| 1M High / 1M Low: |
0.350 |
0.219 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.247 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
