Morgan Stanley Call 27.5 CAG 20.12.2024
/ DE000ME6NJQ6
Morgan Stanley Call 27.5 CAG 20.1.../ DE000ME6NJQ6 /
| 8/15/2024 8:19:01 PM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.09 |
| Break-even: |
28.87 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.74 |
| Rho: |
0.06 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
+67.51% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.390 |
0.197 |
| 6M High / 6M Low: |
0.460 |
0.183 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.84% |
| Volatility 6M: |
|
138.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
