Morgan Stanley Call 72.5 TD 20.12.2024
/ DE000ME63MM0
Morgan Stanley Call 72.5 TD 20.12.../ DE000ME63MM0 /
10/9/2024 10:12:06 AM |
Chg.-0.003 |
Bid2:00:02 PM |
Ask2:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
-10.00% |
0.028 Bid Size: 5,000 |
0.051 Ask Size: 5,000 |
Toronto Dominion Ban... |
72.50 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME63MM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Toronto Dominion Bank |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/29/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.83 |
Time value: |
0.04 |
Break-even: |
66.50 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.01 |
Spread %: |
46.67% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
18.37 |
Rho: |
0.02 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.027 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.59% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-15.63% |
YTD |
|
|
-82.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.030 |
1M High / 1M Low: |
0.038 |
0.030 |
6M High / 6M Low: |
0.053 |
0.001 |
High (YTD): |
1/8/2024 |
0.183 |
Low (YTD): |
8/22/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.17% |
Volatility 6M: |
|
5,690.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |