Morgan Stanley Call 4.5 AG 20.12.2024
/ DE000ME846W1
Morgan Stanley Call 4.5 AG 20.12..../ DE000ME846W1 /
| 17/07/2024 15:18:49 |
Chg.0.00 |
Bid19:51:05 |
Ask19:51:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
0.00% |
2.16
Bid Size: 25,000 |
2.22
Ask Size: 25,000 |
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: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.51 |
| Parity: |
2.15 |
| Time value: |
0.33 |
| Break-even: |
6.61 |
| Moneyness: |
1.52 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
2.48% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.19 |
| Rho: |
0.01 |
Quote data
| Open: |
2.33 |
| High: |
2.40 |
| Low: |
2.33 |
| Previous Close: |
2.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.12 |
| 1M High / 1M Low: |
2.40 |
1.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
