Morgan Stanley Call 49 ROL 20.09.2024
/ DE000ME4AAV7
Morgan Stanley Call 49 ROL 20.09..../ DE000ME4AAV7 /
| 2024-06-03 8:07:06 AM |
Chg.+0.003 |
Bid8:10:05 AM |
Ask8:10:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.169EUR |
+1.81% |
0.168
Bid Size: 5,000 |
0.200
Ask Size: 5,000 |
Rollins Inc |
49.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 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: |
23.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.18 |
| Break-even: |
46.99 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
5.81% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
9.17 |
| Rho: |
0.05 |
Quote data
| Open: |
0.169 |
| High: |
0.169 |
| Low: |
0.169 |
| Previous Close: |
0.166 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-19.14% |
| 3 Months |
|
|
-21.76% |
| YTD |
|
|
-32.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.187 |
0.166 |
| 1M High / 1M Low: |
0.240 |
0.166 |
| 6M High / 6M Low: |
0.330 |
0.136 |
| High (YTD): |
2024-03-20 |
0.330 |
| Low (YTD): |
2024-02-19 |
0.136 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.47% |
| Volatility 6M: |
|
124.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
