Morgan Stanley Call 72.5 GOB 20.12.2024
/ DE000ME76RV2
Morgan Stanley Call 72.5 GOB 20.1.../ DE000ME76RV2 /
9/6/2024 11:38:08 AM |
Chg.-0.010 |
Bid11:59:42 AM |
Ask11:59:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-1.27% |
0.800 Bid Size: 100,000 |
0.810 Ask Size: 100,000 |
ST GOBAIN ... |
72.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
ME76RV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ST GOBAIN EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/19/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
0.47 |
Time value: |
0.35 |
Break-even: |
80.70 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.70 |
Theta: |
-0.03 |
Omega: |
6.58 |
Rho: |
0.13 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.22% |
1 Month |
|
|
+44.44% |
3 Months |
|
|
-26.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.780 |
1M High / 1M Low: |
0.940 |
0.540 |
6M High / 6M Low: |
1.280 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.803 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.69% |
Volatility 6M: |
|
152.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |