Morgan Stanley Call 45 ROL 20.09.2024
/ DE000ME4AAR5
Morgan Stanley Call 45 ROL 20.09..../ DE000ME4AAR5 /
| 2024-06-06 8:07:02 AM |
Chg.-0.010 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.430
Bid Size: 5,000 |
0.470
Ask Size: 5,000 |
Rollins Inc |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.22 |
| Break-even: |
45.88 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.53 |
| Rho: |
0.07 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
+2.38% |
| YTD |
|
|
+10.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.310 |
| 1M High / 1M Low: |
0.460 |
0.310 |
| 6M High / 6M Low: |
0.540 |
0.219 |
| High (YTD): |
2024-03-20 |
0.540 |
| Low (YTD): |
2024-02-19 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.64% |
| Volatility 6M: |
|
124.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
