Morgan Stanley Call 47 ROL 20.09.2024
/ DE000ME4AAT1
Morgan Stanley Call 47 ROL 20.09..../ DE000ME4AAT1 /
| 2024-06-06 1:52:06 PM |
Chg.-0.010 |
Bid4:03:04 PM |
Ask4:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.330
Bid Size: 100,000 |
0.340
Ask Size: 100,000 |
Rollins Inc |
47.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 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: |
12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.30 |
| Break-even: |
46.62 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
7.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-3.13% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.340 |
0.230 |
| 6M High / 6M Low: |
0.430 |
0.170 |
| High (YTD): |
2024-03-20 |
0.430 |
| Low (YTD): |
2024-02-19 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.17% |
| Volatility 6M: |
|
128.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
