Morgan Stanley Call 90 NDA 20.09.2024
/ DE000ME10E12
Morgan Stanley Call 90 NDA 20.09..../ DE000ME10E12 /
| 2024-07-26 6:59:58 PM |
Chg.-0.002 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10E1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
103.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
-1.87 |
| Time value: |
0.07 |
| Break-even: |
90.69 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
3.91 |
| Spread abs.: |
0.03 |
| Spread %: |
72.50% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
12.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.040 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.39% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-76.88% |
| YTD |
|
|
-92.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.040 |
| 1M High / 1M Low: |
0.140 |
0.040 |
| 6M High / 6M Low: |
0.340 |
0.040 |
| High (YTD): |
2024-01-02 |
0.490 |
| Low (YTD): |
2024-07-26 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.32% |
| Volatility 6M: |
|
219.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
