Morgan Stanley Call 52 DAL 20.12.2024
/ DE000ME6NH36
Morgan Stanley Call 52 DAL 20.12..../ DE000ME6NH36 /
11/12/2024 8:26:15 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
- |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
52.00 - |
12/20/2024 |
Call |
Master data
WKN: |
ME6NH3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
11/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.81 |
Historic volatility: |
0.30 |
Parity: |
0.90 |
Time value: |
0.24 |
Break-even: |
63.40 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
4.17 |
Rho: |
0.04 |
Quote data
Open: |
1.13 |
High: |
1.13 |
Low: |
1.13 |
Previous Close: |
1.11 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+25.56% |
1 Month |
|
|
+222.86% |
3 Months |
|
|
+2725.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.13 |
0.90 |
1M High / 1M Low: |
1.13 |
0.35 |
6M High / 6M Low: |
1.13 |
0.04 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
311.49% |
Volatility 6M: |
|
277.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |