Morgan Stanley Call 90 WYNN 20.09.2024
/ DE000ME3PJH7
Morgan Stanley Call 90 WYNN 20.09.../ DE000ME3PJH7 /
| 2024-06-10 2:29:21 PM |
Chg.-0.010 |
Bid5:02:17 PM |
Ask5:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.660
Bid Size: 50,000 |
0.690
Ask Size: 50,000 |
Wynn Resorts Ltd |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3PJH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.29 |
| Time value: |
0.47 |
| Break-even: |
91.10 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
7.26 |
| Rho: |
0.13 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
-30.10% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-37.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.710 |
| 1M High / 1M Low: |
1.170 |
0.710 |
| 6M High / 6M Low: |
2.110 |
0.710 |
| High (YTD): |
2024-02-08 |
2.110 |
| Low (YTD): |
2024-06-06 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.39% |
| Volatility 6M: |
|
120.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
