OverviewChartNewsTraderScreen

Morgan Stanley Call 77.5 TD 20.12.../  DE000ME63MP3  /

Stuttgart
10/9/2024  10:12:06 AM Chg.-0.003 Bid2:12:33 PM Ask2:12:33 PM Underlying Strike price Expiration date Option type
0.022EUR -12.00% 0.025
Bid Size: 5,000		 0.040
Ask Size: 5,000		 Toronto Dominion Ban... 77.50 USD 12/20/2024 Call
 

Master data

WKN: ME63MP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Toronto Dominion Bank
Type: Warrant
Option type: Call
Strike price: 77.50 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: 144.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.17
Parity: -1.28
Time value: 0.04
Break-even: 71.01
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.85
Spread abs.: 0.02
Spread %: 60.00%
Delta: 0.11
Theta: -0.01
Omega: 15.17
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -15.38%
3 Months
  -29.03%
YTD
  -71.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.025
1M High / 1M Low: 0.029 0.024
6M High / 6M Low: 0.042 0.001
High (YTD): 1/8/2024 0.099
Low (YTD): 8/22/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.31%
Volatility 6M:   5,551.27%
Volatility 1Y:   -
Volatility 3Y:   -