Morgan Stanley Call 67.5 NDA 20.09.2024
/ DE000ME6QGM4
Morgan Stanley Call 67.5 NDA 20.0.../ DE000ME6QGM4 /
| 02/09/2024 21:23:38 |
Chg.-0.020 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
67.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME6QGM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.08 |
| Time value: |
0.19 |
| Break-even: |
70.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
14.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.192 |
| High: |
0.260 |
| Low: |
0.192 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-48.98% |
| 3 Months |
|
|
-80.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.216 |
| 1M High / 1M Low: |
0.490 |
0.107 |
| 6M High / 6M Low: |
1.530 |
0.107 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.261 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.21% |
| Volatility 6M: |
|
230.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
