Morgan Stanley Call 102.5 SY1 20.12.2024
/ DE000ME5RKW5
Morgan Stanley Call 102.5 SY1 20..../ DE000ME5RKW5 /
| 2024-05-16 11:30:08 AM |
Chg.-0.020 |
Bid2:10:28 PM |
Ask2:10:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.460
Bid Size: 80,000 |
0.470
Ask Size: 80,000 |
SYMRISE AG INH. O.N. |
102.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5RKW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.21 |
| Parity: |
-0.03 |
| Time value: |
0.48 |
| Break-even: |
107.30 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
12.86 |
| Rho: |
0.34 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
+6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.550 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
0.650 |
| Low (YTD): |
2024-01-23 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
