Morgan Stanley Call 80 SWK 20.12.2024
/ DE000ME577N1
Morgan Stanley Call 80 SWK 20.12..../ DE000ME577N1 /
| 2024-06-03 8:58:01 PM |
Chg.-0.02 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-0.38% |
-
Bid Size: - |
-
Ask Size: - |
Stanley Black and De... |
80.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME577N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Stanley Black and Decker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
5.26 |
| Break-even: |
85.58 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.19 |
| Spread %: |
3.53% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
8.58 |
| Rho: |
0.23 |
Quote data
| Open: |
5.39 |
| High: |
5.39 |
| Low: |
5.18 |
| Previous Close: |
5.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.19% |
| 1 Month |
|
|
+0.58% |
| 3 Months |
|
|
-12.42% |
| YTD |
|
|
-16.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
4.61 |
| 1M High / 1M Low: |
6.27 |
4.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
6.78 |
| Low (YTD): |
2024-05-29 |
4.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
