Morgan Stanley Call 44 ROL 20.09.2024
/ DE000ME4AAQ7
Morgan Stanley Call 44 ROL 20.09..../ DE000ME4AAQ7 /
| 2024-06-03 8:07:06 AM |
Chg.+0.020 |
Bid12:31:42 PM |
Ask12:31:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.380
Bid Size: 5,000 |
0.420
Ask Size: 5,000 |
Rollins Inc |
44.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 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: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.25 |
| Break-even: |
44.64 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
6.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
-11.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.370 |
| 6M High / 6M Low: |
0.600 |
0.240 |
| High (YTD): |
2024-03-20 |
0.600 |
| Low (YTD): |
2024-02-19 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.32% |
| Volatility 6M: |
|
118.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
