Morgan Stanley Call 42.5 CMCSA 20.09.2024
/ DE000ME1UF91
Morgan Stanley Call 42.5 CMCSA 20.../ DE000ME1UF91 /
| 2024-05-28 8:40:44 AM |
Chg.-0.010 |
Bid2:41:59 PM |
Ask2:41:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.640
Bid Size: 500 |
0.690
Ask Size: 500 |
Comcast Corporation |
42.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1UF9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
43.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-3.65 |
| Time value: |
0.82 |
| Break-even: |
39.95 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.09 |
| Spread %: |
12.33% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
12.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
-15.29% |
| 3 Months |
|
|
-64.00% |
| YTD |
|
|
-68.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.690 |
| 1M High / 1M Low: |
0.990 |
0.690 |
| 6M High / 6M Low: |
3.060 |
0.690 |
| High (YTD): |
2024-01-30 |
3.060 |
| Low (YTD): |
2024-05-24 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.78% |
| Volatility 6M: |
|
138.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
