Morgan Stanley Call 90 WYNN 20.09.2024
/ DE000ME3PJH7
Morgan Stanley Call 90 WYNN 20.09.../ DE000ME3PJH7 /
| 2024-06-03 8:35:21 PM |
Chg.0.000 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
0.47 |
| Break-even: |
92.13 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
6.38 |
| Rho: |
0.15 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
-23.89% |
| 3 Months |
|
|
-44.87% |
| YTD |
|
|
-25.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.720 |
| 1M High / 1M Low: |
1.240 |
0.720 |
| 6M High / 6M Low: |
2.110 |
0.720 |
| High (YTD): |
2024-02-08 |
2.110 |
| Low (YTD): |
2024-05-29 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.43% |
| Volatility 6M: |
|
121.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
