Morgan Stanley Call 85 MDT 20.09.2024
/ DE000ME22958
Morgan Stanley Call 85 MDT 20.09..../ DE000ME22958 /
| 2024-07-12 3:57:43 PM |
Chg.-0.002 |
Bid6:49:49 PM |
Ask6:49:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-2.50% |
0.078
Bid Size: 125,000 |
0.079
Ask Size: 125,000 |
Medtronic PLC |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2295 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
86.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.64 |
| Time value: |
0.08 |
| Break-even: |
79.00 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.00 |
| Spread %: |
1.22% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
19.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.078 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-51.25% |
| 3 Months |
|
|
-49.35% |
| YTD |
|
|
-66.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.069 |
| 1M High / 1M Low: |
0.160 |
0.069 |
| 6M High / 6M Low: |
0.300 |
0.069 |
| High (YTD): |
2024-02-06 |
0.300 |
| Low (YTD): |
2024-07-09 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.68% |
| Volatility 6M: |
|
138.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
