Morgan Stanley Call 39 DSY 20.09.2024
/ DE000ME10JH7
Morgan Stanley Call 39 DSY 20.09..../ DE000ME10JH7 /
| 2024-06-03 8:01:23 PM |
Chg.- |
Bid10:51:06 AM |
Ask10:51:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.177EUR |
- |
0.202
Bid Size: 150,000 |
0.216
Ask Size: 150,000 |
Dassault Systemes SE |
39.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10JH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.22 |
| Time value: |
0.20 |
| Break-even: |
41.01 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
11.67% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
8.01 |
| Rho: |
0.04 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.177 |
| Previous Close: |
0.196 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.79% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
-75.75% |
| YTD |
|
|
-82.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.177 |
| 1M High / 1M Low: |
0.330 |
0.177 |
| 6M High / 6M Low: |
1.240 |
0.177 |
| High (YTD): |
2024-01-30 |
1.240 |
| Low (YTD): |
2024-06-03 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.65% |
| Volatility 6M: |
|
124.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
