Morgan Stanley Call 92.5 HEI 20.09.2024
/ DE000ME23MB7
Morgan Stanley Call 92.5 HEI 20.0.../ DE000ME23MB7 /
| 8/30/2024 6:19:12 PM |
Chg.-0.010 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.400
Bid Size: 7,500 |
0.410
Ask Size: 7,500 |
HEIDELBERG MATERIALS... |
92.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME23MB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
0.30 |
| Time value: |
0.08 |
| Break-even: |
96.30 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
19.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.350 |
| High: |
0.400 |
| Low: |
0.350 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-25.93% |
| 3 Months |
|
|
-24.53% |
| YTD |
|
|
+156.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.310 |
| 1M High / 1M Low: |
0.540 |
0.122 |
| 6M High / 6M Low: |
0.730 |
0.122 |
| High (YTD): |
7/16/2024 |
0.730 |
| Low (YTD): |
8/12/2024 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.40% |
| Volatility 6M: |
|
166.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
