Morgan Stanley Call 54 DAL 20.12.2024
/ DE000ME6QPN3
Morgan Stanley Call 54 DAL 20.12..../ DE000ME6QPN3 /
| 2024-11-11 3:58:42 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
54.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME6QPN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-11-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.23 |
| Break-even: |
63.90 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
4.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.760 |
| High: |
0.880 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+203.45% |
| 3 Months |
|
|
+2278.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
0.890 |
0.290 |
| 6M High / 6M Low: |
0.890 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.825 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.65% |
| Volatility 6M: |
|
283.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
