Morgan Stanley Call 335 ISRG 20.09.2024
/ DE000ME24P96
Morgan Stanley Call 335 ISRG 20.0.../ DE000ME24P96 /
| 2024-07-08 8:26:45 PM |
Chg.- |
Bid8:00:26 AM |
Ask8:00:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
- |
1.09
Bid Size: 10,000 |
1.10
Ask Size: 10,000 |
Intuitive Surgical I... |
335.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME24P9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
1.01 |
| Time value: |
0.08 |
| Break-even: |
418.31 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.90 |
| Theta: |
-0.15 |
| Omega: |
3.38 |
| Rho: |
0.52 |
Quote data
| Open: |
1.06 |
| High: |
1.08 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+22.73% |
| 3 Months |
|
|
+58.82% |
| YTD |
|
|
+145.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.98 |
| 1M High / 1M Low: |
1.10 |
0.85 |
| 6M High / 6M Low: |
1.10 |
0.39 |
| High (YTD): |
2024-06-28 |
1.10 |
| Low (YTD): |
2024-01-05 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.14% |
| Volatility 6M: |
|
104.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
