Morgan Stanley Call 240 STZ 20.06.2025
/ DE000ME434Y2
Morgan Stanley Call 240 STZ 20.06.../ DE000ME434Y2 /
03/09/2024 15:18:16 |
Chg.-0.39 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
-19.12% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
240.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
ME434Y |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
23/11/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
0.06 |
Time value: |
2.09 |
Break-even: |
238.36 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.11 |
Spread %: |
5.39% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
6.08 |
Rho: |
0.87 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
1.65 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.29% |
1 Month |
|
|
-36.29% |
3 Months |
|
|
-44.82% |
YTD |
|
|
-47.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.98 |
1M High / 1M Low: |
2.51 |
1.98 |
6M High / 6M Low: |
5.03 |
1.98 |
High (YTD): |
28/03/2024 |
5.03 |
Low (YTD): |
30/08/2024 |
1.98 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.02% |
Volatility 6M: |
|
98.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |