Morgan Stanley Call 170 EXPE 21.06.2024
/ DE000ME4GCL1
Morgan Stanley Call 170 EXPE 21.0.../ DE000ME4GCL1 /
| 2024-05-02 3:21:11 PM |
Chg.-0.012 |
Bid4:13:38 PM |
Ask4:13:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-9.45% |
0.113
Bid Size: 5,000 |
0.128
Ask Size: 5,000 |
Expedia Group Inc |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4GCL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-3.44 |
| Time value: |
0.14 |
| Break-even: |
160.02 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
5.35 |
| Spread abs.: |
0.01 |
| Spread %: |
7.75% |
| Delta: |
0.13 |
| Theta: |
-0.05 |
| Omega: |
11.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.111 |
| High: |
0.115 |
| Low: |
0.111 |
| Previous Close: |
0.127 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.28% |
| 1 Month |
|
|
-7.26% |
| 3 Months |
|
|
-87.36% |
| YTD |
|
|
-88.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.127 |
| 1M High / 1M Low: |
0.156 |
0.091 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.220 |
| Low (YTD): |
2024-04-17 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
