Morgan Stanley Call 24 VAS 20.09.2024
/ DE000ME9S541
Morgan Stanley Call 24 VAS 20.09..../ DE000ME9S541 /
2024-05-28 12:59:07 PM |
Chg.+0.020 |
Bid3:03:04 PM |
Ask3:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
0.410 Bid Size: 20,000 |
0.430 Ask Size: 20,000 |
VOESTALPINE AG |
24.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
ME9S54 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
0.29 |
Time value: |
0.14 |
Break-even: |
28.30 |
Moneyness: |
1.12 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
4.88% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
4.65 |
Rho: |
0.05 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.88% |
1 Month |
|
|
+26.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.360 |
1M High / 1M Low: |
0.410 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |