Morgan Stanley Call 85 NDA 20.09.2024
/ DE000ME10DW9
Morgan Stanley Call 85 NDA 20.09..../ DE000ME10DW9 /
| 8/2/2024 5:20:43 PM |
Chg.-0.007 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-13.46% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
85.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME10DW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-1.33 |
| Time value: |
0.08 |
| Break-even: |
85.79 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.81 |
| Spread abs.: |
0.03 |
| Spread %: |
58.00% |
| Delta: |
0.15 |
| Theta: |
-0.03 |
| Omega: |
13.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.053 |
| Low: |
0.045 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-75.94% |
| 3 Months |
|
|
-83.93% |
| YTD |
|
|
-93.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.049 |
| 1M High / 1M Low: |
0.250 |
0.049 |
| 6M High / 6M Low: |
0.430 |
0.049 |
| High (YTD): |
1/2/2024 |
0.600 |
| Low (YTD): |
7/30/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.64% |
| Volatility 6M: |
|
260.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
