Morgan Stanley Call 37.5 SEE 20.09.2024
/ DE000ME9GLZ1
Morgan Stanley Call 37.5 SEE 20.0.../ DE000ME9GLZ1 /
| 2024-06-06 4:34:16 PM |
Chg.+0.15 |
Bid5:53:21 PM |
Ask5:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+7.39% |
2.14
Bid Size: 20,000 |
2.22
Ask Size: 20,000 |
Sealed Air Corporati... |
37.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GLZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sealed Air Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
1.00 |
| Time value: |
1.03 |
| Break-even: |
38.55 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
4.10% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
6.04 |
| Rho: |
0.06 |
Quote data
| Open: |
2.14 |
| High: |
2.18 |
| Low: |
2.13 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.75% |
| 1 Month |
|
|
+86.32% |
| 3 Months |
|
|
+46.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.18 |
| 1M High / 1M Low: |
2.03 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
