Morgan Stanley Call 240 PWR 20.09.2024
/ DE000ME17FM0
Morgan Stanley Call 240 PWR 20.09.../ DE000ME17FM0 /
2024-05-21 11:15:21 AM |
Chg.-0.03 |
Bid5:31:59 PM |
Ask5:31:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
-0.86% |
3.65 Bid Size: 15,000 |
3.82 Ask Size: 15,000 |
Quanta Services Inc |
240.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME17FM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Quanta Services Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
6.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
2.55 |
Time value: |
1.11 |
Break-even: |
257.59 |
Moneyness: |
1.12 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.16 |
Spread %: |
4.57% |
Delta: |
0.75 |
Theta: |
-0.08 |
Omega: |
5.08 |
Rho: |
0.50 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
3.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
+46.81% |
3 Months |
|
|
+216.51% |
YTD |
|
|
+173.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.78 |
3.25 |
1M High / 1M Low: |
3.93 |
2.56 |
6M High / 6M Low: |
3.93 |
0.40 |
High (YTD): |
2024-05-09 |
3.93 |
Low (YTD): |
2024-01-23 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.48% |
Volatility 6M: |
|
180.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |