Morgan Stanley Call 8 XPEV 20.09.2024
/ DE000ME73SW5
Morgan Stanley Call 8 XPEV 20.09..../ DE000ME73SW5 /
| 01/08/2024 15:01:20 |
Chg.-0.030 |
Bid16:20:05 |
Ask16:20:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
0.340
Bid Size: 60,000 |
0.390
Ask Size: 60,000 |
XPeng Inc |
8.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME73SW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.63 |
| Parity: |
0.06 |
| Time value: |
0.36 |
| Break-even: |
7.81 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
10.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.510 |
0.300 |
| 6M High / 6M Low: |
0.570 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.51% |
| Volatility 6M: |
|
172.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
