Morgan Stanley Call 107.5 SY1 20.09.2024
/ DE000ME1AA09
Morgan Stanley Call 107.5 SY1 20..../ DE000ME1AA09 /
| 31/05/2024 18:28:43 |
Chg.+0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
107.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME1AA0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.21 |
| Parity: |
0.18 |
| Time value: |
0.30 |
| Break-even: |
112.30 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
15.20 |
| Rho: |
0.21 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.42% |
| 1 Month |
|
|
+104.35% |
| 3 Months |
|
|
+147.37% |
| YTD |
|
|
+56.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.460 |
0.230 |
| 6M High / 6M Low: |
0.570 |
0.173 |
| High (YTD): |
25/03/2024 |
0.570 |
| Low (YTD): |
23/01/2024 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.12% |
| Volatility 6M: |
|
152.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
