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Morgan Stanley Call 375 CHTR 20.1.../  DE000ME54AY9  /

Stuttgart
2024-09-09  6:57:10 PM Chg.0.000 Bid7:59:36 PM Ask7:59:36 PM Underlying Strike price Expiration date Option type
0.600EUR 0.00% 0.600
Bid Size: 25,000		 0.650
Ask Size: 25,000		 Charter Communicatio... 375.00 USD 2024-12-20 Call
 

Master data

WKN: ME54AY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 375.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 46.15
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.34
Parity: -4.29
Time value: 0.64
Break-even: 344.64
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.24
Theta: -0.08
Omega: 11.26
Rho: 0.18
 

Quote data

Open: 0.600
High: 0.600
Low: 0.590
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -49.15%
3 Months  
+30.43%
YTD
  -57.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.600
1M High / 1M Low: 1.180 0.600
6M High / 6M Low: 1.410 0.300
High (YTD): 2024-07-31 1.410
Low (YTD): 2024-04-29 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.64%
Volatility 6M:   171.10%
Volatility 1Y:   -
Volatility 3Y:   -