Morgan Stanley Call 91.9683 MMM 20.09.2024
/ DE000ME16TQ4
Morgan Stanley Call 91.9683 MMM 2.../ DE000ME16TQ4 /
| 2024-06-03 11:16:16 AM |
Chg.+0.15 |
Bid3:42:21 PM |
Ask3:42:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+12.71% |
1.32
Bid Size: 90,000 |
1.33
Ask Size: 90,000 |
3M Company |
91.9683 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME16TQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.97 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
8.36:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.40 |
| Break-even: |
95.61 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
6.38 |
| Rho: |
0.17 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+17.70% |
| 3 Months |
|
|
+786.67% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.06 |
| 1M High / 1M Low: |
1.78 |
0.99 |
| 6M High / 6M Low: |
1.78 |
0.15 |
| High (YTD): |
2024-05-17 |
1.78 |
| Low (YTD): |
2024-02-27 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.17% |
| Volatility 6M: |
|
217.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
