Morgan Stanley Call 80 SRE 21.06.2024
/ DE000ME01663
Morgan Stanley Call 80 SRE 21.06..../ DE000ME01663 /
| 2024-05-20 9:01:27 PM |
Chg.- |
Bid9:12:37 AM |
Ask9:12:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
- |
0.077
Bid Size: 3,750 |
0.099
Ask Size: 3,750 |
Sempra |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME0166 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.10 |
| Break-even: |
74.56 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
4.26% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
27.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.085 |
| High: |
0.095 |
| Low: |
0.085 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.88% |
| 1 Month |
|
|
+203.23% |
| 3 Months |
|
|
+10.59% |
| YTD |
|
|
-57.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.064 |
| 1M High / 1M Low: |
0.094 |
0.033 |
| 6M High / 6M Low: |
0.320 |
0.024 |
| High (YTD): |
2024-01-04 |
0.290 |
| Low (YTD): |
2024-04-16 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.56% |
| Volatility 6M: |
|
203.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
