Morgan Stanley Call 80 SRE 20.12.2024
/ DE000ME661T0
Morgan Stanley Call 80 SRE 20.12..../ DE000ME661T0 /
| 08/11/2024 11:11:46 |
Chg.+0.010 |
Bid16:44:13 |
Ask16:44:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
1.060
Bid Size: 50,000 |
1.080
Ask Size: 50,000 |
Sempra |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME661T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| 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: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.09 |
| Break-even: |
84.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
7.34 |
| Rho: |
0.07 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.33% |
| 1 Month |
|
|
+104.26% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.310 |
| 1M High / 1M Low: |
0.950 |
0.310 |
| 6M High / 6M Low: |
0.950 |
0.225 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.97% |
| Volatility 6M: |
|
216.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
