Morgan Stanley Call 105 WCH 20.09.2024
/ DE000ME1TAS9
Morgan Stanley Call 105 WCH 20.09.../ DE000ME1TAS9 /
| 2024-05-31 6:28:57 PM |
Chg.-0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
-
Bid Size: - |
-
Ask Size: - |
WACKER CHEMIE ... |
105.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1TAS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.34 |
| Parity: |
-0.31 |
| Time value: |
0.45 |
| Break-even: |
109.50 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
10.65 |
| Rho: |
0.13 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-42.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.370 |
| 1M High / 1M Low: |
0.480 |
0.350 |
| 6M High / 6M Low: |
0.680 |
0.330 |
| High (YTD): |
2024-01-02 |
0.650 |
| Low (YTD): |
2024-02-26 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.01% |
| Volatility 6M: |
|
118.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
