Morgan Stanley Call 325 CHTR 20.09.2024
/ DE000ME2X7U5
Morgan Stanley Call 325 CHTR 20.0.../ DE000ME2X7U5 /
8/14/2024 8:49:19 PM |
Chg.- |
Bid8:34:43 AM |
Ask8:34:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.68EUR |
- |
2.69 Bid Size: 1,250 |
2.77 Ask Size: 1,250 |
Charter Communicatio... |
325.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME2X7U |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
325.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/1/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.26 |
Historic volatility: |
0.35 |
Parity: |
2.38 |
Time value: |
0.31 |
Break-even: |
322.04 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
1.89% |
Delta: |
0.85 |
Theta: |
-0.11 |
Omega: |
10.11 |
Rho: |
0.24 |
Quote data
Open: |
2.91 |
High: |
2.91 |
Low: |
2.68 |
Previous Close: |
2.91 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.55% |
1 Month |
|
|
+60.48% |
3 Months |
|
|
+282.86% |
YTD |
|
|
-17.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.23 |
2.68 |
1M High / 1M Low: |
3.81 |
1.33 |
6M High / 6M Low: |
3.81 |
0.50 |
High (YTD): |
7/31/2024 |
3.81 |
Low (YTD): |
4/26/2024 |
0.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.55% |
Volatility 6M: |
|
209.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |