Morgan Stanley Call 230 PWR 20.09.2024
/ DE000ME17FL2
Morgan Stanley Call 230 PWR 20.09.../ DE000ME17FL2 /
| 2024-05-21 11:15:21 AM |
Chg.-0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.17EUR |
-0.71% |
-
Bid Size: - |
-
Ask Size: - |
Quanta Services Inc |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17FL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
3.47 |
| Time value: |
0.93 |
| Break-even: |
255.78 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.17 |
| Spread %: |
4.02% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
4.50 |
| Rho: |
0.51 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.17 |
| Previous Close: |
4.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.25% |
| 1 Month |
|
|
+44.29% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+155.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.93 |
| 1M High / 1M Low: |
4.69 |
3.12 |
| 6M High / 6M Low: |
4.69 |
0.54 |
| High (YTD): |
2024-05-07 |
4.69 |
| Low (YTD): |
2024-01-23 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.52% |
| Volatility 6M: |
|
162.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
