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: |
|
- |