Morgan Stanley Call 33 INTC 20.12.2024
/ DE000ME545W9
Morgan Stanley Call 33 INTC 20.12.../ DE000ME545W9 /
2024-05-03 8:13:27 PM |
Chg.+0.06 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.44EUR |
+4.35% |
- Bid Size: - |
- Ask Size: - |
Intel Corporation |
33.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME545W |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Intel Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-12 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.37 |
Parity: |
-1.95 |
Time value: |
1.47 |
Break-even: |
32.13 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
8.58 |
Rho: |
0.07 |
Quote data
Open: |
1.43 |
High: |
1.44 |
Low: |
1.43 |
Previous Close: |
1.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
-48.01% |
3 Months |
|
|
-57.01% |
YTD |
|
|
-60.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.57 |
1.38 |
1M High / 1M Low: |
2.77 |
1.38 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-25 |
3.76 |
Low (YTD): |
2024-05-02 |
1.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |