Morgan Stanley Call 25 ARRD 20.09.2024
/ DE000ME21FL4
Morgan Stanley Call 25 ARRD 20.09.../ DE000ME21FL4 /
8/26/2024 5:59:22 PM |
Chg.0.000 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 7,500 |
0.040 Ask Size: 7,500 |
ARCELORMITTAL S.A. N... |
25.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
ME21FL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/13/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
58.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.15 |
Time value: |
0.04 |
Break-even: |
25.40 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
2.04 |
Spread abs.: |
0.04 |
Spread %: |
3,900.00% |
Delta: |
0.29 |
Theta: |
-0.02 |
Omega: |
17.19 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-98.96% |
YTD |
|
|
-99.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.005 |
0.001 |
6M High / 6M Low: |
0.240 |
0.001 |
High (YTD): |
2/9/2024 |
0.350 |
Low (YTD): |
8/23/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
751.72% |
Volatility 6M: |
|
381.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |