Morgan Stanley Call 47.5 HALO 20.09.2024
/ DE000ME17Q60
Morgan Stanley Call 47.5 HALO 20..../ DE000ME17Q60 /
| 02/08/2024 21:08:23 |
Chg.-0.070 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-7.87% |
-
Bid Size: - |
-
Ask Size: - |
Halozyme Therapeutic... |
47.50 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.32 |
| Parity: |
0.60 |
| Time value: |
0.27 |
| Break-even: |
52.23 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.04 |
| Spread %: |
4.82% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
4.20 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.81% |
| 1 Month |
|
|
+1.23% |
| 3 Months |
|
|
+215.38% |
| YTD |
|
|
+141.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.820 |
| 1M High / 1M Low: |
1.060 |
0.700 |
| 6M High / 6M Low: |
1.060 |
0.145 |
| High (YTD): |
23/07/2024 |
1.060 |
| Low (YTD): |
02/02/2024 |
0.132 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.50% |
| Volatility 6M: |
|
163.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
