Morgan Stanley Call 240 ALGN 20.09.2024
/ DE000ME34HL3
Morgan Stanley Call 240 ALGN 20.0.../ DE000ME34HL3 /
| 7/10/2024 1:58:14 PM |
Chg.+0.01 |
Bid4:09:09 PM |
Ask4:09:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+0.95% |
1.01
Bid Size: 7,500 |
1.21
Ask Size: 7,500 |
Align Technology Inc |
240.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME34HL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.42 |
| Parity: |
0.69 |
| Time value: |
0.55 |
| Break-even: |
234.33 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.19 |
| Spread %: |
18.10% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
12.76 |
| Rho: |
0.29 |
Quote data
| Open: |
1.05 |
| High: |
1.06 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
-15.20% |
| 3 Months |
|
|
-43.32% |
| YTD |
|
|
-23.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.96 |
| 1M High / 1M Low: |
1.50 |
0.90 |
| 6M High / 6M Low: |
1.91 |
0.90 |
| High (YTD): |
4/25/2024 |
1.91 |
| Low (YTD): |
7/2/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.62% |
| Volatility 6M: |
|
76.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
