Morgan Stanley Call 360 EPAM 20.09.2024
/ DE000ME17EC4
Morgan Stanley Call 360 EPAM 20.0.../ DE000ME17EC4 /
| 10/07/2024 11:28:24 |
Chg.0.000 |
Bid15:36:38 |
Ask15:36:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
0.00% |
0.021
Bid Size: 250,000 |
0.040
Ask Size: 250,000 |
EPAM Systems Inc |
360.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME17EC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.37 |
| Parity: |
-1.64 |
| Time value: |
0.04 |
| Break-even: |
336.89 |
| Moneyness: |
0.51 |
| Premium: |
1.00 |
| Premium p.a.: |
32.18 |
| Spread abs.: |
0.02 |
| Spread %: |
90.48% |
| Delta: |
0.12 |
| Theta: |
-0.11 |
| Omega: |
5.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
-76.67% |
| YTD |
|
|
-89.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.019 |
| 1M High / 1M Low: |
0.028 |
0.019 |
| 6M High / 6M Low: |
0.222 |
0.019 |
| High (YTD): |
04/03/2024 |
0.222 |
| Low (YTD): |
04/07/2024 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.14% |
| Volatility 6M: |
|
156.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
