Morgan Stanley Call 110 WYNN 20.09.2024
/ DE000ME17KU3
Morgan Stanley Call 110 WYNN 20.0.../ DE000ME17KU3 /
| 2024-06-10 11:16:28 AM |
Chg.-0.022 |
Bid12:26:32 PM |
Ask12:26:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-20.18% |
0.085
Bid Size: 2,000 |
0.126
Ask Size: 2,000 |
Wynn Resorts Ltd |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17KU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-1.56 |
| Time value: |
0.12 |
| Break-even: |
103.21 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.02 |
| Spread %: |
16.00% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
12.96 |
| Rho: |
0.04 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.59% |
| 1 Month |
|
|
-65.20% |
| 3 Months |
|
|
-85.74% |
| YTD |
|
|
-80.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.100 |
| 1M High / 1M Low: |
0.270 |
0.100 |
| 6M High / 6M Low: |
1.030 |
0.100 |
| High (YTD): |
2024-02-08 |
1.030 |
| Low (YTD): |
2024-06-06 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.29% |
| Volatility 6M: |
|
185.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
