Morgan Stanley Call 95 TROW 20.09.2024
/ DE000ME2U0Q1
Morgan Stanley Call 95 TROW 20.09.../ DE000ME2U0Q1 /
16/08/2024 20:18:57 |
Chg.+0.06 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.31EUR |
+4.80% |
- Bid Size: - |
- Ask Size: - |
T Rowe Price Group I... |
95.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME2U0Q |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
T Rowe Price Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.40 |
Historic volatility: |
0.21 |
Parity: |
1.21 |
Time value: |
0.11 |
Break-even: |
99.78 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
2.33% |
Delta: |
0.87 |
Theta: |
-0.04 |
Omega: |
6.51 |
Rho: |
0.07 |
Quote data
Open: |
1.29 |
High: |
1.31 |
Low: |
1.29 |
Previous Close: |
1.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.76% |
1 Month |
|
|
-47.60% |
3 Months |
|
|
-36.41% |
YTD |
|
|
-24.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
1.02 |
1M High / 1M Low: |
2.50 |
1.00 |
6M High / 6M Low: |
2.71 |
1.00 |
High (YTD): |
28/03/2024 |
2.71 |
Low (YTD): |
08/08/2024 |
1.00 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.86% |
Volatility 6M: |
|
116.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |