Morgan Stanley Call 85 WYNN 20.09.2024
/ DE000ME4DFG1
Morgan Stanley Call 85 WYNN 20.09.../ DE000ME4DFG1 /
| 2024-06-10 2:44:26 PM |
Chg.-0.02 |
Bid6:26:35 PM |
Ask6:26:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-1.90% |
1.00
Bid Size: 50,000 |
1.04
Ask Size: 50,000 |
Wynn Resorts Ltd |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4DFG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.76 |
| Time value: |
0.32 |
| Break-even: |
89.66 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
6.00 |
| Rho: |
0.15 |
Quote data
| Open: |
1.02 |
| High: |
1.03 |
| Low: |
1.02 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-24.26% |
| 3 Months |
|
|
-44.32% |
| YTD |
|
|
-25.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.01 |
| 1M High / 1M Low: |
1.51 |
1.01 |
| 6M High / 6M Low: |
2.43 |
1.01 |
| High (YTD): |
2024-04-05 |
2.43 |
| Low (YTD): |
2024-06-06 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.63% |
| Volatility 6M: |
|
103.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
