Morgan Stanley Call 220 COR 20.09.2024
/ DE000ME17P87
Morgan Stanley Call 220 COR 20.09.../ DE000ME17P87 /
| 2024-06-03 11:19:10 AM |
Chg.+0.16 |
Bid12:00:21 PM |
Ask12:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+13.22% |
1.38
Bid Size: 1,000 |
1.53
Ask Size: 1,000 |
Cencora Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17P8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cencora Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.61 |
| Time value: |
0.85 |
| Break-even: |
217.32 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
9.35 |
| Rho: |
0.36 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.47% |
| 1 Month |
|
|
+0.74% |
| 3 Months |
|
|
-48.11% |
| YTD |
|
|
+65.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.77 |
| 1M High / 1M Low: |
1.45 |
0.77 |
| 6M High / 6M Low: |
3.45 |
0.73 |
| High (YTD): |
2024-04-03 |
3.45 |
| Low (YTD): |
2024-05-29 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.93% |
| Volatility 6M: |
|
149.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
