Morgan Stanley Call 30 CAG 20.09.2024
/ DE000ME1VBN4
Morgan Stanley Call 30 CAG 20.09..../ DE000ME1VBN4 /
| 2024-05-31 8:21:27 PM |
Chg.- |
Bid8:00:24 AM |
Ask8:00:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
0.870
Bid Size: 750 |
1.000
Ask Size: 750 |
Conagra Brands Inc |
30.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1VBN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.19 |
| Parity: |
-0.11 |
| Time value: |
0.95 |
| Break-even: |
28.60 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
11.76% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
16.04 |
| Rho: |
0.04 |
Quote data
| Open: |
0.640 |
| High: |
0.820 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.81% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
+5.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.630 |
| 1M High / 1M Low: |
1.310 |
0.630 |
| 6M High / 6M Low: |
1.380 |
0.540 |
| High (YTD): |
2024-04-24 |
1.380 |
| Low (YTD): |
2024-02-14 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.44% |
| Volatility 6M: |
|
158.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
