Morgan Stanley Call 42 ROL 21.06.2024
/ DE000ME4ALE0
Morgan Stanley Call 42 ROL 21.06..../ DE000ME4ALE0 /
| 2024-05-17 2:39:51 PM |
Chg.+0.010 |
Bid5:08:12 PM |
Ask5:08:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.500
Bid Size: 100,000 |
0.520
Ask Size: 100,000 |
Rollins Inc |
42.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4ALE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.47 |
| Time value: |
0.09 |
| Break-even: |
44.25 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
6.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+67.74% |
| 3 Months |
|
|
+121.28% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.560 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-19 |
0.630 |
| Low (YTD): |
2024-02-19 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
