Morgan Stanley Call 150 DHI 20.09.2024
/ DE000ME38Z07
Morgan Stanley Call 150 DHI 20.09.../ DE000ME38Z07 /
| 2024-06-04 10:15:44 AM |
Chg.-0.050 |
Bid3:56:09 PM |
Ask3:56:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-5.68% |
0.820
Bid Size: 25,000 |
0.860
Ask Size: 25,000 |
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: |
14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.28 |
| Time value: |
0.90 |
| Break-even: |
146.52 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
4.65% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
7.69 |
| Rho: |
0.18 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.21% |
| 1 Month |
|
|
-30.83% |
| 3 Months |
|
|
-46.79% |
| YTD |
|
|
-53.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.600 |
| 1M High / 1M Low: |
1.390 |
0.600 |
| 6M High / 6M Low: |
2.370 |
0.600 |
| High (YTD): |
2024-03-28 |
2.370 |
| Low (YTD): |
2024-05-29 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.12% |
| Volatility 6M: |
|
195.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
