Morgan Stanley Call 160 ALL 20.09.2024
/ DE000ME9GWV7
Morgan Stanley Call 160 ALL 20.09.../ DE000ME9GWV7 /
| 2024-06-05 6:56:40 PM |
Chg.-0.08 |
Bid9:09:32 PM |
Ask9:09:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-7.62% |
1.00
Bid Size: 25,000 |
1.04
Ask Size: 25,000 |
Allstate Corporation |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GWV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Allstate Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.31 |
| Time value: |
0.78 |
| Break-even: |
157.94 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
8.50 |
| Rho: |
0.24 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
0.97 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.35% |
| 1 Month |
|
|
-36.18% |
| 3 Months |
|
|
-10.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.03 |
| 1M High / 1M Low: |
1.77 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
