Morgan Stanley Call 87.5 MDT 20.09.2024
/ DE000ME1G2L7
Morgan Stanley Call 87.5 MDT 20.0.../ DE000ME1G2L7 /
7/16/2024 8:52:59 AM |
Chg.-0.003 |
Bid1:00:24 PM |
Ask1:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.054EUR |
-5.26% |
0.055 Bid Size: 3,750 |
0.064 Ask Size: 3,750 |
Medtronic PLC |
87.50 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME1G2L |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
124.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.96 |
Time value: |
0.06 |
Break-even: |
80.86 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.00 |
Spread %: |
5.56% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
18.49 |
Rho: |
0.02 |
Quote data
Open: |
0.054 |
High: |
0.054 |
Low: |
0.054 |
Previous Close: |
0.057 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-68.79% |
YTD |
|
|
-87.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.053 |
1M High / 1M Low: |
0.113 |
0.053 |
6M High / 6M Low: |
0.660 |
0.053 |
High (YTD): |
1/31/2024 |
0.660 |
Low (YTD): |
7/10/2024 |
0.053 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.069 |
Avg. volume 1M: |
|
3,809.524 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
629.921 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.03% |
Volatility 6M: |
|
207.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |