Morgan Stanley Call 260 TT 20.12.2024
/ DE000ME63PR2
Morgan Stanley Call 260 TT 20.12..../ DE000ME63PR2 /
| 07/11/2024 09:47:48 |
Chg.+0.11 |
Bid10:11:59 |
Ask10:11:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.68EUR |
+0.88% |
12.49
Bid Size: 750 |
12.64
Ask Size: 750 |
Trane Technologies p... |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME63PR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Trane Technologies plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.37 |
| Intrinsic value: |
12.29 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.21 |
| Parity: |
12.29 |
| Time value: |
0.26 |
| Break-even: |
367.77 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.48% |
| Delta: |
0.96 |
| Theta: |
-0.12 |
| Omega: |
2.79 |
| Rho: |
0.26 |
Quote data
| Open: |
12.68 |
| High: |
12.68 |
| Low: |
12.68 |
| Previous Close: |
12.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.39% |
| 1 Month |
|
|
+4.79% |
| 3 Months |
|
|
+91.54% |
| YTD |
|
|
+471.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.57 |
10.36 |
| 1M High / 1M Low: |
13.48 |
10.36 |
| 6M High / 6M Low: |
13.48 |
5.92 |
| High (YTD): |
14/10/2024 |
13.48 |
| Low (YTD): |
03/01/2024 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.40 |
| Avg. volume 1M: |
|
3.48 |
| Avg. price 6M: |
|
9.02 |
| Avg. volume 6M: |
|
1.67 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.71% |
| Volatility 6M: |
|
90.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
