Morgan Stanley Call 35 CSX 20.12.2024
/ DE000ME97TF7
Morgan Stanley Call 35 CSX 20.12..../ DE000ME97TF7 /
| 2024-06-10 1:46:08 PM |
Chg.-0.16 |
Bid1:54:50 PM |
Ask1:54:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-12.50% |
1.13
Bid Size: 750 |
1.18
Ask Size: 750 |
CSX Corporation |
35.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME97TF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CSX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
26.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-2.09 |
| Time value: |
1.14 |
| Break-even: |
33.61 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
10.63 |
| Rho: |
0.06 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.40% |
| 1 Month |
|
|
-36.72% |
| 3 Months |
|
|
-62.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.22 |
| 1M High / 1M Low: |
1.80 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
