Morgan Stanley Call 95 NTES 20.09.2024
/ DE000ME1JQG1
Morgan Stanley Call 95 NTES 20.09.../ DE000ME1JQG1 /
| 2024-06-04 9:54:29 AM |
Chg.0.000 |
Bid2:50:33 PM |
Ask2:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.270
Bid Size: 3,750 |
0.290
Ask Size: 3,750 |
NetEase Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1JQG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NetEase Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.34 |
| Parity: |
-0.61 |
| Time value: |
0.28 |
| Break-even: |
89.90 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
10.60 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-52.73% |
| 3 Months |
|
|
-55.93% |
| YTD |
|
|
-23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.560 |
0.260 |
| 6M High / 6M Low: |
0.660 |
0.260 |
| High (YTD): |
2024-02-27 |
0.660 |
| Low (YTD): |
2024-06-03 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.22% |
| Volatility 6M: |
|
116.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
