Morgan Stanley Call 390 MCO 20.12.2024
/ DE000ME6NFJ9
Morgan Stanley Call 390 MCO 20.12.../ DE000ME6NFJ9 /
10/18/2024 8:43:20 PM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
390.00 - |
12/20/2024 |
Call |
Master data
WKN: |
ME6NFJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.91 |
Historic volatility: |
0.18 |
Parity: |
0.59 |
Time value: |
0.39 |
Break-even: |
488.00 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.72 |
Theta: |
-0.48 |
Omega: |
3.30 |
Rho: |
0.38 |
Quote data
Open: |
0.940 |
High: |
0.960 |
Low: |
0.940 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.66% |
1 Month |
|
|
-4.00% |
3 Months |
|
|
+31.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.900 |
1M High / 1M Low: |
1.010 |
0.710 |
6M High / 6M Low: |
1.030 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.954 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.867 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.684 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.34% |
Volatility 6M: |
|
92.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |