Morgan Stanley Call 45 NTR 20.12.2024
/ DE000ME8KMA6
Morgan Stanley Call 45 NTR 20.12..../ DE000ME8KMA6 /
| 9/26/2024 6:03:25 PM |
Chg.- |
Bid10:25:14 AM |
Ask10:25:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.460
Bid Size: 7,500 |
0.480
Ask Size: 7,500 |
Nutrien Ltd |
45.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME8KMA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.33 |
| Time value: |
0.14 |
| Break-even: |
44.96 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.86 |
| Rho: |
0.06 |
Quote data
| Open: |
0.380 |
| High: |
0.490 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.95% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-39.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.380 |
| 1M High / 1M Low: |
0.510 |
0.270 |
| 6M High / 6M Low: |
1.540 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.815 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.35% |
| Volatility 6M: |
|
139.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
