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: |
|
- |