Morgan Stanley Call 4.5 AG 20.12.2024
/ DE000ME846W1
Morgan Stanley Call 4.5 AG 20.12..../ DE000ME846W1 /
| 10/07/2024 10:23:45 |
Chg.+0.02 |
Bid11:15:42 |
Ask11:15:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+0.99% |
2.06
Bid Size: 2,500 |
2.12
Ask Size: 2,500 |
First Majestic Silve... |
4.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME846W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
First Majestic Silver Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.52 |
| Parity: |
1.68 |
| Time value: |
0.39 |
| Break-even: |
6.23 |
| Moneyness: |
1.40 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
2.99% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
2.36 |
| Rho: |
0.01 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.77% |
| 1 Month |
|
|
-3.76% |
| 3 Months |
|
|
-45.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.92 |
| 1M High / 1M Low: |
2.16 |
1.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
