Morgan Stanley Call 95 ABL 20.09.2024
/ DE000ME1UBE5
Morgan Stanley Call 95 ABL 20.09..../ DE000ME1UBE5 /
| 8/19/2024 8:51:43 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
95.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME1UBE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
0.77 |
| Time value: |
0.13 |
| Break-even: |
104.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.80 |
| Theta: |
-0.12 |
| Omega: |
9.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.54% |
| 3 Months |
|
|
+21.92% |
| YTD |
|
|
+30.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.890 |
0.800 |
| 6M High / 6M Low: |
0.890 |
0.530 |
| High (YTD): |
8/19/2024 |
0.890 |
| Low (YTD): |
7/18/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.53% |
| Volatility 6M: |
|
73.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
