Morgan Stanley Call 48 SGM 20.09.2024
/ DE000ME863A2
Morgan Stanley Call 48 SGM 20.09..../ DE000ME863A2 /
| 2024-07-29 10:48:10 AM |
Chg.+0.001 |
Bid12:27:46 PM |
Ask12:27:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+10.00% |
0.010
Bid Size: 175,000 |
0.040
Ask Size: 175,000 |
STMICROELECTRONICS |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME863A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
76.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.32 |
| Parity: |
-1.73 |
| Time value: |
0.04 |
| Break-even: |
48.40 |
| Moneyness: |
0.64 |
| Premium: |
0.58 |
| Premium p.a.: |
21.89 |
| Spread abs.: |
0.03 |
| Spread %: |
300.00% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
7.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.17% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-85.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.005 |
| 1M High / 1M Low: |
0.034 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
560.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
