Morgan Stanley Call 80 ON 21.06.2024
/ DE000ME3B292
Morgan Stanley Call 80 ON 21.06.2.../ DE000ME3B292 /
| 2024-05-02 8:35:38 PM |
Chg.- |
Bid8:52:36 AM |
Ask8:52:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
- |
0.075
Bid Size: 5,000 |
0.092
Ask Size: 5,000 |
ON Semiconductor |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME3B29 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
83.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.41 |
| Parity: |
-0.93 |
| Time value: |
0.08 |
| Break-even: |
75.34 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.00 |
| Spread %: |
4.00% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
15.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.079 |
| Low: |
0.062 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.14% |
| 1 Month |
|
|
-34.17% |
| 3 Months |
|
|
-42.75% |
| YTD |
|
|
-68.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.079 |
| 1M High / 1M Low: |
0.120 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-07 |
0.250 |
| Low (YTD): |
2024-04-22 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
