Morgan Stanley Call 80 iShares 20Yr Treasury Bond ETF 20.12.2024
/ DE000ME573Q3
Morgan Stanley Call 80 iShares 20.../ DE000ME573Q3 /
| 28/10/2024 16:26:42 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
80.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME573Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.13 |
| Parity: |
0.35 |
| Time value: |
0.44 |
| Break-even: |
87.90 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
6.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
-8.24% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.780 |
| 1M High / 1M Low: |
0.850 |
0.770 |
| 6M High / 6M Low: |
0.890 |
0.620 |
| High (YTD): |
17/09/2024 |
0.890 |
| Low (YTD): |
25/04/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.07% |
| Volatility 6M: |
|
39.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
