Morgan Stanley Call 425 2FE 20.12.2024
/ DE000ME97QS6
Morgan Stanley Call 425 2FE 20.12.../ DE000ME97QS6 /
| 9/2/2024 6:27:33 PM |
Chg.+0.08 |
Bid7:31:13 PM |
Ask7:31:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+2.93% |
2.81
Bid Size: 1,250 |
-
Ask Size: - |
FERRARI N.V. |
425.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME97QS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.25 |
| Parity: |
2.06 |
| Time value: |
0.76 |
| Break-even: |
453.20 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.70% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
12.91 |
| Rho: |
1.00 |
Quote data
| Open: |
2.73 |
| High: |
2.81 |
| Low: |
2.73 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.15% |
| 1 Month |
|
|
+134.17% |
| 3 Months |
|
|
+205.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.21 |
| 1M High / 1M Low: |
2.77 |
0.93 |
| 6M High / 6M Low: |
2.77 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.23% |
| Volatility 6M: |
|
158.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
