Morgan Stanley Call 350 2FE 20.09.2024
/ DE000ME97QM9
Morgan Stanley Call 350 2FE 20.09.../ DE000ME97QM9 /
| 26/07/2024 18:32:48 |
Chg.- |
Bid08:00:23 |
Ask08:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
- |
3.02
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME97QM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.24 |
| Parity: |
2.75 |
| Time value: |
0.25 |
| Break-even: |
380.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.33% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
11.76 |
| Rho: |
0.49 |
Quote data
| Open: |
2.97 |
| High: |
3.01 |
| Low: |
2.97 |
| Previous Close: |
2.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-1.63% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.86 |
| 1M High / 1M Low: |
3.84 |
2.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
