Morgan Stanley Call 100 SY1 20.09.2024
/ DE000ME15LM2
Morgan Stanley Call 100 SY1 20.09.../ DE000ME15LM2 /
| 2024-06-05 3:27:05 PM |
Chg.+0.07 |
Bid4:03:24 PM |
Ask4:03:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+5.22% |
1.32
Bid Size: 80,000 |
1.33
Ask Size: 80,000 |
SYMRISE AG INH. O.N. |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME15LM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.07 |
| Time value: |
0.32 |
| Break-even: |
113.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.96% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
6.31 |
| Rho: |
0.22 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.41 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.18% |
| 1 Month |
|
|
+113.64% |
| 3 Months |
|
|
+127.42% |
| YTD |
|
|
+63.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.10 |
| 1M High / 1M Low: |
1.34 |
0.65 |
| 6M High / 6M Low: |
1.58 |
0.51 |
| High (YTD): |
2024-03-25 |
1.58 |
| Low (YTD): |
2024-01-23 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.06% |
| Volatility 6M: |
|
145.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
