Morgan Stanley Call 48 DAL 20.09.2024
/ DE000ME6NK64
Morgan Stanley Call 48 DAL 20.09..../ DE000ME6NK64 /
| 10/07/2024 08:27:17 |
Chg.-0.030 |
Bid08:59:56 |
Ask08:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.230
Bid Size: 5,000 |
0.250
Ask Size: 5,000 |
Delta Air Lines Inc |
48.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME6NK6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-0.15 |
| Time value: |
0.22 |
| Break-even: |
46.54 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.00 |
| Spread %: |
0.91% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
8.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-54.90% |
| 3 Months |
|
|
-39.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.209 |
| 1M High / 1M Low: |
0.510 |
0.209 |
| 6M High / 6M Low: |
0.730 |
0.145 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.243 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.41% |
| Volatility 6M: |
|
161.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
