Morgan Stanley Call 170 MPC 20.09.2024
/ DE000ME9RU40
Morgan Stanley Call 170 MPC 20.09.../ DE000ME9RU40 /
| 2024-05-21 6:44:58 PM |
Chg.- |
Bid8:56:48 AM |
Ask8:56:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.55EUR |
- |
9.93
Bid Size: 100 |
10.34
Ask Size: 100 |
Marathon Petroleum C... |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9RU4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Marathon Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.43 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.24 |
| Parity: |
6.06 |
| Time value: |
4.48 |
| Break-even: |
167.16 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
0.96% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
11.26 |
| Rho: |
0.36 |
Quote data
| Open: |
11.13 |
| High: |
11.13 |
| Low: |
10.55 |
| Previous Close: |
10.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.93% |
| 1 Month |
|
|
-34.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.55 |
9.10 |
| 1M High / 1M Low: |
16.46 |
8.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
