Morgan Stanley Call 420 HD 20.12.2024
/ DE000ME9E9X1
Morgan Stanley Call 420 HD 20.12..../ DE000ME9E9X1 /
2024-11-06 10:33:18 AM |
Chg.+0.100 |
Bid5:09:15 PM |
Ask5:09:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+14.49% |
0.370 Bid Size: 20,000 |
0.400 Ask Size: 20,000 |
Home Depot Inc |
420.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME9E9X |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
46.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-1.82 |
Time value: |
0.79 |
Break-even: |
392.02 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.34 |
Theta: |
-0.16 |
Omega: |
15.92 |
Rho: |
0.14 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.51% |
1 Month |
|
|
-25.47% |
3 Months |
|
|
+51.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.580 |
1M High / 1M Low: |
1.410 |
0.580 |
6M High / 6M Low: |
1.410 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.973 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.544 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
192.09% |
Volatility 6M: |
|
184.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |