Morgan Stanley Call 360 CHTR 20.09.2024
/ DE000ME76N12
Morgan Stanley Call 360 CHTR 20.0.../ DE000ME76N12 /
| 2024-05-23 5:58:41 PM |
Chg.-0.003 |
Bid8:37:04 PM |
Ask8:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-6.12% |
0.046
Bid Size: 150,000 |
0.053
Ask Size: 150,000 |
Charter Communicatio... |
360.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME76N1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
-0.82 |
| Time value: |
0.06 |
| Break-even: |
338.26 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
14.00% |
| Delta: |
0.18 |
| Theta: |
-0.08 |
| Omega: |
7.94 |
| Rho: |
0.13 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.046 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.33% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
-69.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.049 |
| 1M High / 1M Low: |
0.077 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
