Morgan Stanley Call 2 AMS 20.09.2024
/ DE000ME54N75
Morgan Stanley Call 2 AMS 20.09.2.../ DE000ME54N75 /
| 2024-05-31 3:51:26 PM |
Chg.+0.014 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
+11.38% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
2.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME54N7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.92 |
| Parity: |
-0.61 |
| Time value: |
0.15 |
| Break-even: |
2.19 |
| Moneyness: |
0.70 |
| Premium: |
0.53 |
| Premium p.a.: |
3.07 |
| Spread abs.: |
0.02 |
| Spread %: |
11.03% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
3.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.129 |
| High: |
0.137 |
| Low: |
0.129 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.58% |
| 1 Month |
|
|
+26.85% |
| 3 Months |
|
|
-16.97% |
| YTD |
|
|
-81.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.137 |
0.123 |
| 1M High / 1M Low: |
0.145 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-24 |
0.800 |
| Low (YTD): |
2024-04-23 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
