Morgan Stanley Call 515 MSCI 20.12.2024
/ DE000ME13N18
Morgan Stanley Call 515 MSCI 20.1.../ DE000ME13N18 /
| 9/13/2024 8:28:57 PM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
515.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME13N1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
515.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
0.40 |
| Time value: |
0.26 |
| Break-even: |
530.84 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
8.20% |
| Delta: |
0.71 |
| Theta: |
-0.21 |
| Omega: |
5.43 |
| Rho: |
0.78 |
Quote data
| Open: |
0.610 |
| High: |
0.620 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+110.34% |
| YTD |
|
|
-38.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.610 |
| 1M High / 1M Low: |
0.830 |
0.560 |
| 6M High / 6M Low: |
0.900 |
0.220 |
| High (YTD): |
1/31/2024 |
1.250 |
| Low (YTD): |
4/23/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.41% |
| Volatility 6M: |
|
171.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
