Morgan Stanley Call 16 VFC 20.09.2024
/ DE000ME8NK39
Morgan Stanley Call 16 VFC 20.09..../ DE000ME8NK39 /
| 2024-06-07 2:21:18 PM |
Chg.-0.001 |
Bid4:46:28 PM |
Ask4:46:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-1.54% |
0.068
Bid Size: 350,000 |
0.074
Ask Size: 350,000 |
VF Corporation |
16.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME8NK3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.51 |
| Parity: |
-0.22 |
| Time value: |
0.07 |
| Break-even: |
15.43 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
10.45% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.67% |
| 1 Month |
|
|
-7.25% |
| 3 Months |
|
|
-74.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.060 |
| 1M High / 1M Low: |
0.085 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
