Morgan Stanley Call 110 SWK 20.12.2024
/ DE000ME577R2
Morgan Stanley Call 110 SWK 20.12.../ DE000ME577R2 /
| 2024-06-10 10:12:36 AM |
Chg.-0.040 |
Bid10:28:34 AM |
Ask10:28:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
0.770
Bid Size: 300 |
0.930
Ask Size: 300 |
Stanley Black and De... |
110.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME577R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Stanley Black and Decker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
82.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-33.50 |
| Time value: |
0.93 |
| Break-even: |
110.93 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.12 |
| Spread %: |
14.81% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
9.04 |
| Rho: |
0.04 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-48.68% |
| 3 Months |
|
|
-67.36% |
| YTD |
|
|
-73.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.820 |
| 1M High / 1M Low: |
1.720 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
2.810 |
| Low (YTD): |
2024-06-07 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
