Morgan Stanley Call 4.5 AG 20.12.2024
/ DE000ME846W1
Morgan Stanley Call 4.5 AG 20.12..../ DE000ME846W1 /
| 2024-05-28 9:51:17 AM |
Chg.-0.02 |
Bid4:04:41 PM |
Ask4:04:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-0.65% |
3.01
Bid Size: 60,000 |
3.05
Ask Size: 60,000 |
First Majestic Silve... |
4.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME846W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
First Majestic Silver Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.50 |
| Parity: |
2.46 |
| Time value: |
0.70 |
| Break-even: |
7.30 |
| Moneyness: |
1.59 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
2.60% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
1.77 |
| Rho: |
0.01 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+236.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.74 |
| 1M High / 1M Low: |
3.57 |
2.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
