Morgan Stanley Call 40 CSX 20.12.2024
/ DE000ME97TH3
Morgan Stanley Call 40 CSX 20.12..../ DE000ME97TH3 /
| 2024-05-28 10:58:25 AM |
Chg.- |
Bid8:35:01 AM |
Ask8:35:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.400
Bid Size: 750 |
0.450
Ask Size: 750 |
CSX Corporation |
40.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME97TH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CSX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
68.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-6.01 |
| Time value: |
0.45 |
| Break-even: |
37.31 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
12.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-30.16% |
| 3 Months |
|
|
-74.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
