Morgan Stanley Call 30 CAG 20.12.2024
/ DE000ME54GM1
Morgan Stanley Call 30 CAG 20.12..../ DE000ME54GM1 /
| 2024-10-11 2:17:54 PM |
Chg.+0.030 |
Bid6:33:37 PM |
Ask6:33:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
0.580
Bid Size: 15,000 |
0.600
Ask Size: 15,000 |
Conagra Brands Inc |
30.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54GM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
42.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
-0.51 |
| Time value: |
0.64 |
| Break-even: |
28.08 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
18.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
-55.88% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.560 |
| 1M High / 1M Low: |
1.710 |
0.560 |
| 6M High / 6M Low: |
1.760 |
0.560 |
| High (YTD): |
2024-09-09 |
1.760 |
| Low (YTD): |
2024-10-08 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.33% |
| Volatility 6M: |
|
162.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
