Morgan Stanley Call 73 NDA 20.09.2024
/ DE000ME4R2V0
Morgan Stanley Call 73 NDA 20.09..../ DE000ME4R2V0 /
| 12/07/2024 18:46:11 |
Chg.-0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
73.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME4R2V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
73.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.60 |
| Time value: |
0.30 |
| Break-even: |
82.00 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
6.35 |
| Rho: |
0.09 |
Quote data
| Open: |
0.860 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
+56.36% |
| 3 Months |
|
|
+6.17% |
| YTD |
|
|
-28.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.830 |
| 1M High / 1M Low: |
0.910 |
0.440 |
| 6M High / 6M Low: |
1.100 |
0.185 |
| High (YTD): |
20/05/2024 |
1.100 |
| Low (YTD): |
05/03/2024 |
0.185 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.584 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.46% |
| Volatility 6M: |
|
206.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
