Morgan Stanley Call 90 TREX 20.12.2024
/ DE000ME9GTX9
Morgan Stanley Call 90 TREX 20.12.../ DE000ME9GTX9 /
| 10/07/2024 18:48:02 |
Chg.+0.030 |
Bid21:37:11 |
Ask21:37:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+8.11% |
0.400
Bid Size: 50,000 |
0.470
Ask Size: 50,000 |
Trex Company Inc |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9GTX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Trex Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
-1.58 |
| Time value: |
0.43 |
| Break-even: |
87.52 |
| Moneyness: |
0.81 |
| Premium: |
0.30 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.07 |
| Spread %: |
19.44% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
5.33 |
| Rho: |
0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-74.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.950 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
