Morgan Stanley Call 83 NDA 20.09.2024
/ DE000ME10DU3
Morgan Stanley Call 83 NDA 20.09..../ DE000ME10DU3 /
| 2024-07-26 6:59:59 PM |
Chg.-0.004 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-5.33% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
83.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10DU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-1.17 |
| Time value: |
0.10 |
| Break-even: |
84.00 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.03 |
| Spread %: |
40.85% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
13.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.078 |
| Low: |
0.066 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.29% |
| 1 Month |
|
|
-58.48% |
| 3 Months |
|
|
-77.81% |
| YTD |
|
|
-90.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.071 |
| 1M High / 1M Low: |
0.320 |
0.071 |
| 6M High / 6M Low: |
0.510 |
0.071 |
| High (YTD): |
2024-01-02 |
0.660 |
| Low (YTD): |
2024-07-26 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.74% |
| Volatility 6M: |
|
261.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
