Morgan Stanley Call 22 MAT 20.12.2024
/ DE000ME665L8
Morgan Stanley Call 22 MAT 20.12..../ DE000ME665L8 /
| 2024-06-11 10:57:48 AM |
Chg.-0.040 |
Bid1:49:27 PM |
Ask1:49:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-7.55% |
0.500
Bid Size: 1,500 |
0.550
Ask Size: 1,500 |
Mattel Inc |
22.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME665L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 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: |
29.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-4.21 |
| Time value: |
0.55 |
| Break-even: |
20.99 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
7.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.95% |
| 1 Month |
|
|
-44.94% |
| 3 Months |
|
|
-75.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.530 |
| 1M High / 1M Low: |
0.990 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
