Morgan Stanley Call 150 DHI 20.09.2024
/ DE000ME38Z07
Morgan Stanley Call 150 DHI 20.09.../ DE000ME38Z07 /
| 2024-05-29 10:09:51 AM |
Chg.-0.120 |
Bid1:00:05 PM |
Ask1:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-15.79% |
0.630
Bid Size: 1,000 |
0.700
Ask Size: 1,000 |
D R Horton Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME38Z0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.66 |
| Time value: |
0.72 |
| Break-even: |
145.43 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
8.27 |
| Rho: |
0.16 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.89% |
| 1 Month |
|
|
-35.35% |
| 3 Months |
|
|
-51.52% |
| YTD |
|
|
-64.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.730 |
| 1M High / 1M Low: |
1.390 |
0.730 |
| 6M High / 6M Low: |
2.370 |
0.610 |
| High (YTD): |
2024-03-28 |
2.370 |
| Low (YTD): |
2024-05-23 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.23% |
| Volatility 6M: |
|
189.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
