Morgan Stanley Call 120 SWKS 20.12.2024
/ DE000ME9H353
Morgan Stanley Call 120 SWKS 20.1.../ DE000ME9H353 /
| 2024-06-04 12:58:11 PM |
Chg.-0.040 |
Bid6:31:45 PM |
Ask6:31:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.290
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
Skyworks Solutions I... |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9H35 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-5.25 |
| Time value: |
0.36 |
| Break-even: |
111.82 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
8.42 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-36.17% |
| 3 Months |
|
|
-79.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.510 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
