Morgan Stanley Call 4.75 PBB 20.09.2024
/ DE000ME8F4P8
Morgan Stanley Call 4.75 PBB 20.0.../ DE000ME8F4P8 /
30/08/2024 21:24:25 |
Chg.0.000 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
0.00% |
0.310 Bid Size: 10,000 |
- Ask Size: - |
DT.PFANDBRIEFBK AG |
4.75 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME8F4P |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
DT.PFANDBRIEFBK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.75 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.25 |
Historic volatility: |
0.41 |
Parity: |
0.28 |
Time value: |
0.04 |
Break-even: |
5.06 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.84 |
Theta: |
0.00 |
Omega: |
13.67 |
Rho: |
0.00 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.310 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
-38.00% |
3 Months |
|
|
-69.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.260 |
1M High / 1M Low: |
0.520 |
0.219 |
6M High / 6M Low: |
1.230 |
0.049 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.575 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.92% |
Volatility 6M: |
|
496.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |