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: |
|
- |
