Morgan Stanley Call 160 SEJ1 20.12.2024
/ DE000ME5YP75
Morgan Stanley Call 160 SEJ1 20.1.../ DE000ME5YP75 /
| 2024-06-07 8:11:23 PM |
Chg.-0.29 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
-5.12% |
-
Bid Size: - |
-
Ask Size: - |
SAFRAN INH. EO... |
160.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YP7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SAFRAN INH. EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
4.86 |
| Time value: |
0.63 |
| Break-even: |
214.90 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.16 |
| Spread %: |
3.00% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.39 |
| Rho: |
0.70 |
Quote data
| Open: |
5.66 |
| High: |
5.66 |
| Low: |
5.37 |
| Previous Close: |
5.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.50% |
| 1 Month |
|
|
-2.89% |
| 3 Months |
|
|
+25.76% |
| YTD |
|
|
+201.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.37 |
| 1M High / 1M Low: |
6.30 |
5.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-27 |
6.30 |
| Low (YTD): |
2024-01-05 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
