Morgan Stanley Call 91.9683 MMM 20.09.2024
/ DE000ME16TQ4
Morgan Stanley Call 91.9683 MMM 2.../ DE000ME16TQ4 /
| 8/2/2024 9:06:48 PM |
Chg.-0.10 |
Bid9:54:01 PM |
Ask9:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
-2.61% |
3.70
Bid Size: 150,000 |
3.71
Ask Size: 150,000 |
3M Company |
91.9683 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME16TQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.97 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
8.36:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.31 |
| Parity: |
3.83 |
| Time value: |
0.10 |
| Break-even: |
118.12 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.41 |
| Rho: |
0.11 |
Quote data
| Open: |
3.68 |
| High: |
3.77 |
| Low: |
3.68 |
| Previous Close: |
3.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+162.68% |
| 1 Month |
|
|
+182.58% |
| 3 Months |
|
|
+224.35% |
| YTD |
|
|
+292.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
1.42 |
| 1M High / 1M Low: |
4.00 |
1.25 |
| 6M High / 6M Low: |
4.00 |
0.15 |
| High (YTD): |
7/31/2024 |
4.00 |
| Low (YTD): |
2/27/2024 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
559.05% |
| Volatility 6M: |
|
290.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
