Morgan Stanley Call 95 PM 20.06.2025
/ DE000ME3J4A1
Morgan Stanley Call 95 PM 20.06.2.../ DE000ME3J4A1 /
| 24/07/2024 20:22:47 |
Chg.- |
Bid10:02:08 |
Ask10:02:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
1.86
Bid Size: 2,000 |
1.91
Ask Size: 2,000 |
Philip Morris Intern... |
95.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME3J4A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
1.52 |
| Time value: |
0.36 |
| Break-even: |
106.45 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.67 |
Quote data
| Open: |
1.65 |
| High: |
1.81 |
| Low: |
1.65 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.13% |
| 1 Month |
|
|
+53.39% |
| 3 Months |
|
|
+105.68% |
| YTD |
|
|
+126.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.50 |
| 1M High / 1M Low: |
1.81 |
1.10 |
| 6M High / 6M Low: |
1.81 |
0.45 |
| High (YTD): |
24/07/2024 |
1.81 |
| Low (YTD): |
01/03/2024 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.74% |
| Volatility 6M: |
|
101.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
