Morgan Stanley Call 375 2FE 20.09.2024
/ DE000ME340C7
Morgan Stanley Call 375 2FE 20.09.../ DE000ME340C7 /
| 09/08/2024 18:31:20 |
Chg.+0.05 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+3.91% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME340C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.25 |
| Parity: |
0.96 |
| Time value: |
0.38 |
| Break-even: |
388.40 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.29% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
21.91 |
| Rho: |
0.31 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.33 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
-21.30% |
| 3 Months |
|
|
+15.65% |
| YTD |
|
|
+280.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.26 |
| 1M High / 1M Low: |
1.69 |
1.09 |
| 6M High / 6M Low: |
1.69 |
0.71 |
| High (YTD): |
10/07/2024 |
1.69 |
| Low (YTD): |
25/01/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.19% |
| Volatility 6M: |
|
118.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
