Morgan Stanley Call 47.5 CMCSA 20.12.2024
/ DE000ME54CX7
Morgan Stanley Call 47.5 CMCSA 20.../ DE000ME54CX7 /
| 10/07/2024 14:23:33 |
Chg.-0.030 |
Bid17:12:27 |
Ask17:12:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
0.360
Bid Size: 10,000 |
0.370
Ask Size: 10,000 |
Comcast Corporation |
47.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54CX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
93.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-9.24 |
| Time value: |
0.37 |
| Break-even: |
44.29 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
12.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-52.78% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.290 |
| 6M High / 6M Low: |
2.120 |
0.290 |
| High (YTD): |
30/01/2024 |
2.120 |
| Low (YTD): |
19/06/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.19% |
| Volatility 6M: |
|
139.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
