Morgan Stanley Call 340 Tencent Holdings Ltd 20.09.2024
/ DE000ME10L96
Morgan Stanley Call 340 Tencent H.../ DE000ME10L96 /
| 2024-06-04 11:28:43 AM |
Chg.+0.040 |
Bid3:59:21 PM |
Ask3:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.590
Bid Size: 50,000 |
0.610
Ask Size: 50,000 |
- |
340.00 HKD |
2024-09-20 |
Call |
Master data
| WKN: |
ME10L9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 HKD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
0.39 |
| Time value: |
0.17 |
| Break-even: |
45.47 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.88 |
| Rho: |
0.08 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+413.51% |
| YTD |
|
|
+186.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.450 |
| 1M High / 1M Low: |
0.820 |
0.450 |
| 6M High / 6M Low: |
0.820 |
0.102 |
| High (YTD): |
2024-05-17 |
0.820 |
| Low (YTD): |
2024-03-08 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.92% |
| Volatility 6M: |
|
222.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
