Morgan Stanley Call 260 CHTR 20.09.2024
/ DE000ME9VMA1
Morgan Stanley Call 260 CHTR 20.0.../ DE000ME9VMA1 /
2024-06-06 12:02:30 PM |
Chg.0.000 |
Bid12:42:04 PM |
Ask12:42:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
0.330 Bid Size: 7,500 |
0.350 Ask Size: 7,500 |
Charter Communicatio... |
260.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME9VMA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-08 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
0.17 |
Time value: |
0.18 |
Break-even: |
274.10 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.67 |
Theta: |
-0.12 |
Omega: |
4.89 |
Rho: |
0.40 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
-2.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.330 |
1M High / 1M Low: |
0.410 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |