Morgan Stanley Call 80 SO 20.12.2024
/ DE000ME66FK1
Morgan Stanley Call 80 SO 20.12.2.../ DE000ME66FK1 /
| 16/10/2024 18:36:56 |
Chg.+0.06 |
Bid21:56:09 |
Ask21:56:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+5.45% |
1.21
Bid Size: 40,000 |
1.22
Ask Size: 40,000 |
Southern Co |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME66FK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.98 |
| Time value: |
0.10 |
| Break-even: |
84.31 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
6.86 |
| Rho: |
0.11 |
Quote data
| Open: |
1.06 |
| High: |
1.16 |
| Low: |
1.06 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.17% |
| 1 Month |
|
|
+12.62% |
| 3 Months |
|
|
+169.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.88 |
| 1M High / 1M Low: |
1.16 |
0.88 |
| 6M High / 6M Low: |
1.16 |
0.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.08% |
| Volatility 6M: |
|
160.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
