Morgan Stanley Call 900 TDG 20.09.2024
/ DE000ME2NBR0
Morgan Stanley Call 900 TDG 20.09.../ DE000ME2NBR0 /
| 6/28/2024 9:03:51 PM |
Chg.-0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
900.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2NBR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.19 |
| Parity: |
3.52 |
| Time value: |
0.51 |
| Break-even: |
1,243.03 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
1.77% |
| Delta: |
0.86 |
| Theta: |
-0.73 |
| Omega: |
2.54 |
| Rho: |
1.41 |
Quote data
| Open: |
4.10 |
| High: |
4.12 |
| Low: |
3.92 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
-8.41% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
+105.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.40 |
3.92 |
| 1M High / 1M Low: |
4.61 |
3.92 |
| 6M High / 6M Low: |
4.65 |
1.68 |
| High (YTD): |
5/27/2024 |
4.65 |
| Low (YTD): |
1/8/2024 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
45.45 |
| Avg. price 6M: |
|
3.44 |
| Avg. volume 6M: |
|
25.56 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
59.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
