Morgan Stanley Call 52.5 DSY 20.12.2024
/ DE000ME5YVR8
Morgan Stanley Call 52.5 DSY 20.1.../ DE000ME5YVR8 /
| 2024-05-31 8:25:32 AM |
Chg.-0.001 |
Bid10:57:32 AM |
Ask10:57:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-1.12% |
0.088
Bid Size: 150,000 |
0.102
Ask Size: 150,000 |
Dassault Systemes SE |
52.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YVR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-1.50 |
| Time value: |
0.11 |
| Break-even: |
53.55 |
| Moneyness: |
0.72 |
| Premium: |
0.43 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.02 |
| Spread %: |
17.98% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
6.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.089 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
-7.37% |
| 3 Months |
|
|
-69.66% |
| YTD |
|
|
-82.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.089 |
| 1M High / 1M Low: |
0.104 |
0.078 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-31 |
0.560 |
| Low (YTD): |
2024-05-03 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
