Morgan Stanley Call 130 MAA 20.12.2024
/ DE000ME9H2A1
Morgan Stanley Call 130 MAA 20.12.../ DE000ME9H2A1 /
2024-05-22 6:59:27 PM |
Chg.-0.03 |
Bid7:46:27 PM |
Ask7:46:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.92EUR |
-1.02% |
2.90 Bid Size: 12,500 |
3.09 Ask Size: 12,500 |
Mid America Apartmen... |
130.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME9H2A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mid America Apartment Communities Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 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: |
8.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
1.20 |
Time value: |
1.86 |
Break-even: |
135.07 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.15 |
Spread %: |
5.15% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
5.50 |
Rho: |
0.40 |
Quote data
Open: |
2.88 |
High: |
2.92 |
Low: |
2.86 |
Previous Close: |
2.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.67% |
1 Month |
|
|
+35.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.06 |
2.95 |
1M High / 1M Low: |
3.06 |
2.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |