Morgan Stanley Call 22 MAT 20.12.2024
/ DE000ME665L8
Morgan Stanley Call 22 MAT 20.12..../ DE000ME665L8 /
| 2024-05-29 10:58:14 AM |
Chg.0.000 |
Bid12:03:48 PM |
Ask12:03:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.570
Bid Size: 1,500 |
0.690
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: |
24.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-3.94 |
| Time value: |
0.67 |
| Break-even: |
20.94 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
6.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-42.42% |
| 3 Months |
|
|
-68.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
1.030 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
