Morgan Stanley Call 80 SWK 20.12.2024
/ DE000ME8SVP8
Morgan Stanley Call 80 SWK 20.12..../ DE000ME8SVP8 /
| 2024-06-10 10:26:26 AM |
Chg.-0.030 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-3.53% |
0.820
Bid Size: 3,750 |
0.850
Ask Size: 3,750 |
Stanley Black and De... |
80.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME8SVP |
| 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: |
2024-02-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-0.35 |
| Time value: |
0.87 |
| Break-even: |
88.70 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
0.17 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-39.26% |
| 3 Months |
|
|
-50.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.850 |
| 1M High / 1M Low: |
1.500 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
