Morgan Stanley Call 77.5 EW 20.09.2024
/ DE000ME24QA8
Morgan Stanley Call 77.5 EW 20.09.../ DE000ME24QA8 /
| 2024-05-30 1:31:01 PM |
Chg.-0.03 |
Bid5:29:14 PM |
Ask5:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-2.40% |
1.33
Bid Size: 50,000 |
1.34
Ask Size: 50,000 |
Edwards Lifesciences... |
77.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME24QA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.88 |
| Time value: |
0.33 |
| Break-even: |
83.85 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
5.11 |
| Rho: |
0.15 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.52% |
| 1 Month |
|
|
+12.96% |
| 3 Months |
|
|
-1.61% |
| YTD |
|
|
+31.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.19 |
| 1M High / 1M Low: |
1.48 |
1.08 |
| 6M High / 6M Low: |
2.03 |
0.47 |
| High (YTD): |
2024-03-28 |
2.03 |
| Low (YTD): |
2024-01-25 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
80.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.08% |
| Volatility 6M: |
|
153.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
