Morgan Stanley Call 450 2FE 20.09.2024
/ DE000ME957A2
Morgan Stanley Call 450 2FE 20.09.../ DE000ME957A2 /
| 30/08/2024 21:26:31 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
450.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME957A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/02/2024 |
| Last trading day: |
02/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
58.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
-0.29 |
| Time value: |
0.76 |
| Break-even: |
457.60 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
-0.03 |
| Spread %: |
-3.80% |
| Delta: |
0.47 |
| Theta: |
-0.27 |
| Omega: |
27.65 |
| Rho: |
0.09 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.720 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+247.83% |
| 3 Months |
|
|
+236.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.450 |
| 1M High / 1M Low: |
0.720 |
0.147 |
| 6M High / 6M Low: |
0.720 |
0.147 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.27% |
| Volatility 6M: |
|
221.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
