Morgan Stanley Call 38 DSY 20.09.2024
/ DE000ME1AQJ4
Morgan Stanley Call 38 DSY 20.09..../ DE000ME1AQJ4 /
| 2024-05-28 10:31:14 AM |
Chg.-0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
-
Bid Size: - |
-
Ask Size: - |
Dassault Systemes SE |
38.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1AQJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.28 |
| Break-even: |
41.70 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.38 |
| Rho: |
0.06 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
-60.24% |
| YTD |
|
|
-69.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.390 |
0.239 |
| 6M High / 6M Low: |
1.320 |
0.239 |
| High (YTD): |
2024-01-30 |
1.320 |
| Low (YTD): |
2024-05-03 |
0.239 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.19% |
| Volatility 6M: |
|
117.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
