Morgan Stanley Call 85 SWK 20.12.2024
/ DE000ME89403
Morgan Stanley Call 85 SWK 20.12..../ DE000ME89403 /
| 2024-06-10 8:04:16 AM |
Chg.-0.040 |
Bid12:11:06 PM |
Ask12:11:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-6.25% |
0.580
Bid Size: 3,750 |
0.610
Ask Size: 3,750 |
Stanley Black and De... |
85.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME8940 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Stanley Black and Decker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.85 |
| Time value: |
0.63 |
| Break-even: |
91.30 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
5.37 |
| Rho: |
0.15 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-43.40% |
| 3 Months |
|
|
-58.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.640 |
| 1M High / 1M Low: |
1.160 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
