Morgan Stanley Call 560 URI 20.09.2024
/ DE000ME2RAP7
Morgan Stanley Call 560 URI 20.09.../ DE000ME2RAP7 /
| 2024-07-16 9:13:12 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.53EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
560.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME2RAP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-07-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.73 |
| Intrinsic value: |
13.29 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.33 |
| Parity: |
13.29 |
| Time value: |
4.78 |
| Break-even: |
740.70 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.38 |
| Spread %: |
2.15% |
| Delta: |
0.77 |
| Theta: |
-0.79 |
| Omega: |
2.96 |
| Rho: |
0.53 |
Quote data
| Open: |
14.70 |
| High: |
17.53 |
| Low: |
14.70 |
| Previous Close: |
14.64 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+113.00% |
| 3 Months |
|
|
+21.06% |
| YTD |
|
|
+110.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
17.53 |
8.18 |
| 6M High / 6M Low: |
17.93 |
7.55 |
| High (YTD): |
2024-03-04 |
17.93 |
| Low (YTD): |
2024-01-08 |
6.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.47% |
| Volatility 6M: |
|
139.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
