Morgan Stanley Call 21 MAT 20.12.2024
/ DE000ME665K0
Morgan Stanley Call 21 MAT 20.12..../ DE000ME665K0 /
| 2024-06-04 5:17:53 PM |
Chg.-0.040 |
Bid8:15:32 PM |
Ask8:15:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-4.82% |
0.790
Bid Size: 25,000 |
0.810
Ask Size: 25,000 |
Mattel Inc |
21.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME665K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-2.91 |
| Time value: |
0.82 |
| Break-even: |
20.07 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
6.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.760 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.76% |
| 1 Month |
|
|
-34.71% |
| 3 Months |
|
|
-61.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
1.320 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
