Morgan Stanley Call 87.5 MDT 20.09.2024
/ DE000ME1G2L7
Morgan Stanley Call 87.5 MDT 20.0.../ DE000ME1G2L7 /
| 2024-06-28 8:49:04 AM |
Chg.+0.001 |
Bid9:55:10 AM |
Ask9:55:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+1.64% |
0.061
Bid Size: 3,750 |
0.075
Ask Size: 3,750 |
Medtronic PLC |
87.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1G2L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
110.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.76 |
| Time value: |
0.07 |
| Break-even: |
82.39 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.00 |
| Spread %: |
3.08% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
20.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.13% |
| 1 Month |
|
|
-62.87% |
| 3 Months |
|
|
-87.35% |
| YTD |
|
|
-85.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.061 |
| 1M High / 1M Low: |
0.201 |
0.061 |
| 6M High / 6M Low: |
0.660 |
0.061 |
| High (YTD): |
2024-01-31 |
0.660 |
| Low (YTD): |
2024-06-27 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
16,000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
3,478.261 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
629.921 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.86% |
| Volatility 6M: |
|
202.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
