Morgan Stanley Call 45 ROL 20.09.2024
/ DE000ME4AAR5
Morgan Stanley Call 45 ROL 20.09..../ DE000ME4AAR5 /
| 2024-06-07 6:59:54 PM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
45.66 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.03% |
| 1 Month |
|
|
-2.44% |
| 3 Months |
|
|
-6.98% |
| YTD |
|
|
+2.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.340 |
| 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: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.46% |
| Volatility 6M: |
|
124.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
