Morgan Stanley Call 41 ROL 20.09.2024
/ DE000ME4AAM6
Morgan Stanley Call 41 ROL 20.09..../ DE000ME4AAM6 /
| 6/7/2024 8:07:00 AM |
Chg.+0.040 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
0.730
Bid Size: 5,000 |
0.770
Ask Size: 5,000 |
Rollins Inc |
41.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4AAM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.59 |
| Time value: |
0.16 |
| Break-even: |
45.14 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.61 |
| Rho: |
0.08 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.07% |
| 1 Month |
|
|
-2.67% |
| 3 Months |
|
|
+10.61% |
| YTD |
|
|
+23.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.570 |
| 1M High / 1M Low: |
0.750 |
0.570 |
| 6M High / 6M Low: |
0.810 |
0.370 |
| High (YTD): |
3/20/2024 |
0.810 |
| Low (YTD): |
2/20/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.50% |
| Volatility 6M: |
|
105.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
