Morgan Stanley Call 325 CHTR 20.12.2024
/ DE000ME58RA4
Morgan Stanley Call 325 CHTR 20.1.../ DE000ME58RA4 /
06/09/2024 20:37:29 |
Chg.- |
Bid08:08:05 |
Ask08:08:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.96EUR |
- |
1.94 Bid Size: 2,000 |
2.02 Ask Size: 1,500 |
Charter Communicatio... |
325.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME58RA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
325.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
15.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.27 |
Historic volatility: |
0.34 |
Parity: |
0.22 |
Time value: |
1.74 |
Break-even: |
312.78 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.05 |
Spread %: |
2.62% |
Delta: |
0.58 |
Theta: |
-0.10 |
Omega: |
8.69 |
Rho: |
0.43 |
Quote data
Open: |
1.89 |
High: |
2.01 |
Low: |
1.89 |
Previous Close: |
1.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.53% |
1 Month |
|
|
-34.01% |
3 Months |
|
|
+73.45% |
YTD |
|
|
-38.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.53 |
1.94 |
1M High / 1M Low: |
2.97 |
1.94 |
6M High / 6M Low: |
3.36 |
0.81 |
High (YTD): |
31/07/2024 |
3.36 |
Low (YTD): |
26/04/2024 |
0.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.16% |
Volatility 6M: |
|
139.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |