Morgan Stanley Call 375 CHTR 20.12.2024
/ DE000ME54AY9
Morgan Stanley Call 375 CHTR 20.1.../ DE000ME54AY9 /
| 02/08/2024 08:12:42 |
Chg.-0.07 |
Bid13:03:00 |
Ask13:03:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-5.26% |
1.24
Bid Size: 2,500 |
1.33
Ask Size: 2,500 |
Charter Communicatio... |
375.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.35 |
| Parity: |
0.18 |
| Time value: |
1.20 |
| Break-even: |
361.46 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.99% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
15.63 |
| Rho: |
0.77 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.27% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+250.00% |
| YTD |
|
|
-10.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.74 |
| 1M High / 1M Low: |
1.41 |
0.50 |
| 6M High / 6M Low: |
1.41 |
0.30 |
| High (YTD): |
31/07/2024 |
1.41 |
| Low (YTD): |
29/04/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.70% |
| Volatility 6M: |
|
176.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
