Morgan Stanley Call 5.25 PBB 20.09.2024
/ DE000ME8F4R4
Morgan Stanley Call 5.25 PBB 20.0.../ DE000ME8F4R4 /
| 2024-07-04 5:26:56 PM |
Chg.-0.070 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-15.56% |
0.380
Bid Size: 10,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
5.25 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME8F4R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.25 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.40 |
| Parity: |
0.34 |
| Time value: |
0.12 |
| Break-even: |
5.70 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
9.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.00% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
+26.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.229 |
| 1M High / 1M Low: |
0.800 |
0.229 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
