Morgan Stanley Call 4 RRU 20.12.2024
/ DE000ME81BL7
Morgan Stanley Call 4 RRU 20.12.2.../ DE000ME81BL7 /
10/21/2024 3:17:52 PM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.16EUR |
- |
- Bid Size: - |
- Ask Size: - |
ROLLS ROYCE HLDGS LS... |
4.00 - |
12/20/2024 |
Call |
Master data
WKN: |
ME81BL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ROLLS ROYCE HLDGS LS 0.20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
10/22/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.53 |
Implied volatility: |
- |
Historic volatility: |
0.36 |
Parity: |
2.53 |
Time value: |
-0.33 |
Break-even: |
6.20 |
Moneyness: |
1.63 |
Premium: |
-0.05 |
Premium p.a.: |
-0.43 |
Spread abs.: |
0.01 |
Spread %: |
0.46% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.16 |
Previous Close: |
2.13 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-2.70% |
3 Months |
|
|
+42.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.22 |
2.13 |
6M High / 6M Low: |
2.22 |
0.89 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.07% |
Volatility 6M: |
|
127.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |