Morgan Stanley Call 450 MA 20.09.2024
/ DE000ME2SZ25
Morgan Stanley Call 450 MA 20.09..../ DE000ME2SZ25 /
| 31/05/2024 13:59:23 |
Chg.-0.01 |
Bid31/05/2024 |
Ask31/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
1.01
Bid Size: 1,000 |
1.04
Ask Size: 1,000 |
MasterCard Incorpora... |
450.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME2SZ2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
39.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.14 |
| Parity: |
-0.73 |
| Time value: |
1.03 |
| Break-even: |
425.76 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.48 |
| Theta: |
-0.07 |
| Omega: |
19.00 |
| Rho: |
0.57 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
-21.71% |
| 3 Months |
|
|
-36.48% |
| YTD |
|
|
+2.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.02 |
| 1M High / 1M Low: |
1.40 |
1.02 |
| 6M High / 6M Low: |
1.80 |
0.75 |
| High (YTD): |
21/03/2024 |
1.80 |
| Low (YTD): |
08/01/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.51% |
| Volatility 6M: |
|
77.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
