Morgan Stanley Call 92.5 PM 20.06.2025
/ DE000ME3J493
Morgan Stanley Call 92.5 PM 20.06.../ DE000ME3J493 /
| 8/1/2024 2:34:13 PM |
Chg.-0.07 |
Bid5:56:13 PM |
Ask5:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
-2.89% |
2.45
Bid Size: 80,000 |
2.47
Ask Size: 80,000 |
Philip Morris Intern... |
92.50 USD |
6/20/2025 |
Call |
Master data
| WKN: |
ME3J49 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/13/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
2.09 |
| Time value: |
0.29 |
| Break-even: |
109.26 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.34 |
| Rho: |
0.70 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.80% |
| 1 Month |
|
|
+82.17% |
| 3 Months |
|
|
+167.05% |
| YTD |
|
|
+158.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.16 |
| 1M High / 1M Low: |
2.42 |
1.24 |
| 6M High / 6M Low: |
2.42 |
0.54 |
| High (YTD): |
7/31/2024 |
2.42 |
| Low (YTD): |
3/1/2024 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.45% |
| Volatility 6M: |
|
94.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
