Morgan Stanley Call 43 ROL 20.09.2024
/ DE000ME4AAP9
Morgan Stanley Call 43 ROL 20.09..../ DE000ME4AAP9 /
| 2024-06-07 6:59:54 PM |
Chg.0.000 |
Bid7:38:07 PM |
Ask7:38:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
0.530
Bid Size: 100,000 |
0.550
Ask Size: 100,000 |
Rollins Inc |
43.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
0.40 |
| Time value: |
0.19 |
| Break-even: |
45.38 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.49 |
| Rho: |
0.08 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.58% |
| 1 Month |
|
|
-8.47% |
| 3 Months |
|
|
+1.89% |
| YTD |
|
|
+10.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.600 |
0.430 |
| 6M High / 6M Low: |
0.670 |
0.280 |
| High (YTD): |
2024-03-20 |
0.670 |
| Low (YTD): |
2024-02-19 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.10% |
| Volatility 6M: |
|
118.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
