Morgan Stanley Call 80 OKE 20.09.2024
/ DE000ME17ES0
Morgan Stanley Call 80 OKE 20.09..../ DE000ME17ES0 /
09/07/2024 12:15:52 |
Chg.-0.010 |
Bid17:12:38 |
Ask17:12:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-2.63% |
0.400 Bid Size: 50,000 |
0.430 Ask Size: 50,000 |
ONEOK Inc |
80.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME17ES |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ONEOK Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
0.18 |
Time value: |
0.23 |
Break-even: |
77.96 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
7.89% |
Delta: |
0.65 |
Theta: |
-0.02 |
Omega: |
12.05 |
Rho: |
0.09 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.13% |
1 Month |
|
|
+42.31% |
3 Months |
|
|
-11.90% |
YTD |
|
|
+75.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.380 |
1M High / 1M Low: |
0.450 |
0.240 |
6M High / 6M Low: |
0.520 |
0.133 |
High (YTD): |
20/05/2024 |
0.520 |
Low (YTD): |
06/02/2024 |
0.133 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.318 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.32% |
Volatility 6M: |
|
154.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |