Morgan Stanley Call 330 DHR 20.12.2024
/ DE000ME4ARR9
Morgan Stanley Call 330 DHR 20.12.../ DE000ME4ARR9 /
| 8/5/2024 1:22:49 PM |
Chg.-0.150 |
Bid7:46:43 PM |
Ask7:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-38.46% |
0.320
Bid Size: 12,500 |
0.380
Ask Size: 12,500 |
Danaher Corporation |
330.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME4ARR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-4.88 |
| Time value: |
0.43 |
| Break-even: |
306.75 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
11.43 |
| Rho: |
0.17 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+88.98% |
| 3 Months |
|
|
+30.43% |
| YTD |
|
|
-31.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.300 |
| 1M High / 1M Low: |
0.420 |
0.123 |
| 6M High / 6M Low: |
0.440 |
0.078 |
| High (YTD): |
3/1/2024 |
0.440 |
| Low (YTD): |
7/3/2024 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.31% |
| Volatility 6M: |
|
188.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
