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: |
|
- |