Morgan Stanley Call 27.5 CAG 20.12.2024
/ DE000ME6NJQ6
Morgan Stanley Call 27.5 CAG 20.1.../ DE000ME6NJQ6 /
| 8/2/2024 2:22:54 PM |
Chg.-0.010 |
Bid2:44:50 PM |
Ask2:44:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.370
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
ConAgra Brands Inc |
27.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6NJQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.11 |
| Break-even: |
29.10 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+65.83% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.183 |
| 6M High / 6M Low: |
0.460 |
0.183 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.53% |
| Volatility 6M: |
|
143.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
