Morgan Stanley Call 38 DSY 20.09.2024
/ DE000ME1AQJ4
Morgan Stanley Call 38 DSY 20.09..../ DE000ME1AQJ4 /
| 2024-06-07 5:59:52 PM |
Chg.- |
Bid10:55:57 AM |
Ask10:55:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.229EUR |
- |
0.207
Bid Size: 250,000 |
0.221
Ask Size: 250,000 |
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: |
14.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-0.09 |
| Time value: |
0.26 |
| Break-even: |
40.60 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
13.54% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
7.31 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.229 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.15% |
| 1 Month |
|
|
-26.13% |
| 3 Months |
|
|
-67.75% |
| YTD |
|
|
-78.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.222 |
| 1M High / 1M Low: |
0.390 |
0.222 |
| 6M High / 6M Low: |
1.320 |
0.222 |
| High (YTD): |
2024-01-30 |
1.320 |
| Low (YTD): |
2024-06-03 |
0.222 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.27% |
| Volatility 6M: |
|
121.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
