Morgan Stanley Call 400 CHTR 20.12.2024
/ DE000ME58RD8
Morgan Stanley Call 400 CHTR 20.1.../ DE000ME58RD8 /
| 2024-07-31 10:23:07 AM |
Chg.-0.02 |
Bid3:53:39 PM |
Ask3:53:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-1.18% |
1.71
Bid Size: 25,000 |
1.78
Ask Size: 25,000 |
Charter Communicatio... |
400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME58RD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.35 |
| Parity: |
-1.57 |
| Time value: |
1.82 |
| Break-even: |
388.03 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
2.25% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
8.95 |
| Rho: |
0.56 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.14% |
| 1 Month |
|
|
+205.45% |
| 3 Months |
|
|
+354.05% |
| YTD |
|
|
-20.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
0.73 |
| 1M High / 1M Low: |
1.71 |
0.52 |
| 6M High / 6M Low: |
1.96 |
0.33 |
| High (YTD): |
2024-01-02 |
2.01 |
| Low (YTD): |
2024-05-29 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.92% |
| Volatility 6M: |
|
202.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
