Morgan Stanley Call 240 STZ 20.09.2024
/ DE000ME3XYR9
Morgan Stanley Call 240 STZ 20.09.../ DE000ME3XYR9 /
| 2024-06-07 5:43:14 PM |
Chg.+0.11 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+6.59% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3XYR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.93 |
| Time value: |
0.82 |
| Break-even: |
237.85 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.55% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
9.03 |
| Rho: |
0.40 |
Quote data
| Open: |
1.65 |
| High: |
1.78 |
| Low: |
1.65 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.46% |
| 1 Month |
|
|
-27.64% |
| 3 Months |
|
|
-35.51% |
| YTD |
|
|
-15.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.57 |
| 1M High / 1M Low: |
2.66 |
1.44 |
| 6M High / 6M Low: |
3.65 |
1.44 |
| High (YTD): |
2024-03-27 |
3.65 |
| Low (YTD): |
2024-05-29 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.24% |
| Volatility 6M: |
|
111.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
