Morgan Stanley Call 47 DAL 20.12.2024
/ DE000ME6NGY6
Morgan Stanley Call 47 DAL 20.12..../ DE000ME6NGY6 /
06/09/2024 18:56:56 |
Chg.-0.037 |
Bid22:05:01 |
Ask22:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.154EUR |
-19.37% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
47.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME6NGY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
09/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
-0.45 |
Time value: |
0.17 |
Break-even: |
44.12 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.00 |
Spread %: |
1.78% |
Delta: |
0.35 |
Theta: |
-0.02 |
Omega: |
7.81 |
Rho: |
0.03 |
Quote data
Open: |
0.166 |
High: |
0.166 |
Low: |
0.154 |
Previous Close: |
0.191 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.94% |
1 Month |
|
|
+38.74% |
3 Months |
|
|
-77.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.191 |
0.154 |
1M High / 1M Low: |
0.191 |
0.092 |
6M High / 6M Low: |
0.940 |
0.082 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.173 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.476 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.82% |
Volatility 6M: |
|
173.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |