Morgan Stanley Call 90 TREX 20.09.2024
/ DE000ME9GTW1
Morgan Stanley Call 90 TREX 20.09.../ DE000ME9GTW1 /
2024-08-05 12:18:19 PM |
Chg.-0.030 |
Bid5:27:52 PM |
Ask5:27:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-11.11% |
0.230 Bid Size: 12,500 |
0.360 Ask Size: 12,500 |
Trex Company Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME9GTW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Trex Company Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.32 |
Parity: |
-1.17 |
Time value: |
0.35 |
Break-even: |
85.99 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
3.67 |
Spread abs.: |
0.07 |
Spread %: |
25.00% |
Delta: |
0.33 |
Theta: |
-0.07 |
Omega: |
6.68 |
Rho: |
0.03 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.86% |
1 Month |
|
|
+69.01% |
3 Months |
|
|
-79.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.270 |
1M High / 1M Low: |
0.490 |
0.141 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
302.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |