Morgan Stanley Call 95 4I1 20.09.2024
/ DE000ME24AU0
Morgan Stanley Call 95 4I1 20.09..../ DE000ME24AU0 /
| 7/29/2024 6:03:24 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILIP MORRIS INTL I... |
95.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME24AU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PHILIP MORRIS INTL INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
7/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.53 |
| Break-even: |
114.20 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
4.25 |
| Rho: |
0.08 |
Quote data
| Open: |
1.82 |
| High: |
1.88 |
| Low: |
1.82 |
| Previous Close: |
1.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.62% |
| 1 Month |
|
|
+135.00% |
| 3 Months |
|
|
+208.20% |
| YTD |
|
|
+235.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.78 |
| 1M High / 1M Low: |
1.88 |
0.76 |
| 6M High / 6M Low: |
1.88 |
0.21 |
| High (YTD): |
7/29/2024 |
1.88 |
| Low (YTD): |
3/1/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.99% |
| Volatility 6M: |
|
165.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
