Morgan Stanley Call 270 CHTR 20.12.2024
/ DE000ME8L9L8
Morgan Stanley Call 270 CHTR 20.1.../ DE000ME8L9L8 /
| 7/8/2024 8:14:59 PM |
Chg.- |
Bid12:19:41 PM |
Ask12:19:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.440
Bid Size: 7,500 |
0.460
Ask Size: 7,500 |
Charter Communicatio... |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME8L9L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
0.19 |
| Time value: |
0.26 |
| Break-even: |
294.29 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.67 |
| Theta: |
-0.11 |
| Omega: |
4.00 |
| Rho: |
0.61 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.450 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+2.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.530 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
