Morgan Stanley Call 32.5 SEE 20.12.2024
/ DE000ME9GLV0
Morgan Stanley Call 32.5 SEE 20.1.../ DE000ME9GLV0 /
2024-06-06 4:34:04 PM |
Chg.+0.20 |
Bid5:33:50 PM |
Ask5:33:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.40EUR |
+4.76% |
4.36 Bid Size: 20,000 |
4.46 Ask Size: 20,000 |
Sealed Air Corporati... |
32.50 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME9GLV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sealed Air Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-12-20 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.93 |
Intrinsic value: |
3.30 |
Implied volatility: |
0.39 |
Historic volatility: |
0.31 |
Parity: |
3.30 |
Time value: |
0.90 |
Break-even: |
38.29 |
Moneyness: |
1.22 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
2.44% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
3.55 |
Rho: |
0.12 |
Quote data
Open: |
4.35 |
High: |
4.40 |
Low: |
4.34 |
Previous Close: |
4.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.03% |
1 Month |
|
|
+49.66% |
3 Months |
|
|
+45.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.20 |
3.12 |
1M High / 1M Low: |
4.20 |
2.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |