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Morgan Stanley Call 400 CHTR 20.1.../  DE000ME54AZ6  /

Stuttgart
11/09/2024  13:59:34 Chg.+0.020 Bid19:13:44 Ask19:13:44 Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.360
Bid Size: 25,000		 0.410
Ask Size: 25,000		 Charter Communicatio... 400.00 USD 20/12/2024 Call
 

Master data

WKN: ME54AZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 20/12/2024
Issue date: 12/12/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 73.36
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.34
Parity: -6.95
Time value: 0.40
Break-even: 366.97
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.26
Spread abs.: 0.05
Spread %: 14.29%
Delta: 0.15
Theta: -0.07
Omega: 11.34
Rho: 0.11
 

Quote data

Open: 0.330
High: 0.370
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -59.34%
3 Months     0.00%
YTD
  -69.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.780 0.350
6M High / 6M Low: 1.140 0.230
High (YTD): 30/01/2024 1.200
Low (YTD): 29/04/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   0.470
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.72%
Volatility 6M:   189.19%
Volatility 1Y:   -
Volatility 3Y:   -