Morgan Stanley Call 13 FR 20.09.2024
/ DE000ME2R068
Morgan Stanley Call 13 FR 20.09.2.../ DE000ME2R068 /
| 2024-06-07 6:47:28 PM |
Chg.-0.004 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
Valeo SA |
13.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2R06 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Valeo SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
-0.20 |
| Time value: |
0.05 |
| Break-even: |
13.51 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.01 |
| Spread %: |
10.87% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
6.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.042 |
| Low: |
0.040 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.82% |
| 1 Month |
|
|
-63.96% |
| 3 Months |
|
|
-56.99% |
| YTD |
|
|
-85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.044 |
| 1M High / 1M Low: |
0.149 |
0.044 |
| 6M High / 6M Low: |
0.330 |
0.044 |
| High (YTD): |
2024-01-02 |
0.290 |
| Low (YTD): |
2024-06-06 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.136 |
| Avg. volume 6M: |
|
1,600.120 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.39% |
| Volatility 6M: |
|
176.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
