Morgan Stanley Call 400 CHTR 20.09.2024
/ DE000ME1UDH4
Morgan Stanley Call 400 CHTR 20.0.../ DE000ME1UDH4 /
| 8/2/2024 8:43:10 PM |
Chg.-0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
400.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1UDH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
35.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.35 |
| Parity: |
-2.14 |
| Time value: |
0.99 |
| Break-even: |
380.74 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.36 |
| Theta: |
-0.18 |
| Omega: |
12.56 |
| Rho: |
0.15 |
Quote data
| Open: |
0.780 |
| High: |
0.910 |
| Low: |
0.780 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
+225.00% |
| 3 Months |
|
|
+317.43% |
| YTD |
|
|
-54.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.490 |
| 1M High / 1M Low: |
1.080 |
0.250 |
| 6M High / 6M Low: |
1.780 |
0.140 |
| High (YTD): |
1/2/2024 |
1.970 |
| Low (YTD): |
5/27/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.20% |
| Volatility 6M: |
|
267.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
