Morgan Stanley Call 50 DAL 20.12.2024
/ DE000ME6NH10
Morgan Stanley Call 50 DAL 20.12..../ DE000ME6NH10 /
| 11/10/2024 20:59:17 |
Chg.+0.020 |
Bid21:16:12 |
Ask21:16:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.370
Bid Size: 200,000 |
0.380
Ask Size: 200,000 |
Delta Air Lines Inc |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6NH1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.03 |
| Time value: |
0.30 |
| Break-even: |
49.03 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
7.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
+151.75% |
| 3 Months |
|
|
+104.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.290 |
| 1M High / 1M Low: |
0.440 |
0.143 |
| 6M High / 6M Low: |
0.760 |
0.051 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.63% |
| Volatility 6M: |
|
235.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
