Morgan Stanley Call 90 SO 20.12.2024
/ DE000ME66FM7
Morgan Stanley Call 90 SO 20.12.2.../ DE000ME66FM7 /
| 10/16/2024 6:36:56 PM |
Chg.+0.040 |
Bid9:54:26 PM |
Ask9:54:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+11.43% |
0.430
Bid Size: 40,000 |
0.440
Ask Size: 40,000 |
Southern Co |
90.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME66FM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.07 |
| Time value: |
0.27 |
| Break-even: |
86.10 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
14.24 |
| Rho: |
0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.390 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.48% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
+248.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.228 |
| 1M High / 1M Low: |
0.420 |
0.228 |
| 6M High / 6M Low: |
0.420 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.04% |
| Volatility 6M: |
|
228.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
