Morgan Stanley Call 450 2FE 20.12.2024
/ DE000ME8MY67
Morgan Stanley Call 450 2FE 20.12.../ DE000ME8MY67 /
| 2024-06-27 2:08:10 PM |
Chg.-0.020 |
Bid2:33:38 PM |
Ask2:33:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-4.55% |
0.430
Bid Size: 20,000 |
0.440
Ask Size: 20,000 |
FERRARI N.V. |
450.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8MY6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
78.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.24 |
| Parity: |
-5.91 |
| Time value: |
0.50 |
| Break-even: |
455.00 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.08 |
| Spread %: |
19.05% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
14.80 |
| Rho: |
0.33 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-44.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.530 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
