Morgan Stanley Call 47.5 HALO 20.09.2024
/ DE000ME17Q60
Morgan Stanley Call 47.5 HALO 20..../ DE000ME17Q60 /
| 7/9/2024 6:04:29 PM |
Chg.+0.070 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+8.97% |
-
Bid Size: - |
-
Ask Size: - |
Halozyme Therapeutic... |
47.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17Q6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.33 |
| Parity: |
0.47 |
| Time value: |
0.31 |
| Break-even: |
51.66 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.38 |
| Rho: |
0.05 |
Quote data
| Open: |
0.760 |
| High: |
0.850 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.19% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+183.33% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.690 |
| 1M High / 1M Low: |
0.810 |
0.540 |
| 6M High / 6M Low: |
0.810 |
0.132 |
| High (YTD): |
7/4/2024 |
0.810 |
| Low (YTD): |
2/2/2024 |
0.132 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.45% |
| Volatility 6M: |
|
164.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
