Morgan Stanley Call 110 SQU 20.09.2024
/ DE000ME15G23
Morgan Stanley Call 110 SQU 20.09.../ DE000ME15G23 /
| 2024-06-06 8:27:39 PM |
Chg.-0.19 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.39EUR |
-3.41% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME15G2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.51 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.15 |
| Parity: |
3.80 |
| Time value: |
1.65 |
| Break-even: |
115.45 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.17 |
| Spread %: |
-3.02% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
17.41 |
| Rho: |
0.26 |
Quote data
| Open: |
5.31 |
| High: |
5.39 |
| Low: |
5.31 |
| Previous Close: |
5.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.49% |
| 1 Month |
|
|
+9.33% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+0.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
5.35 |
| 1M High / 1M Low: |
6.78 |
4.93 |
| 6M High / 6M Low: |
6.84 |
4.32 |
| High (YTD): |
2024-03-13 |
6.84 |
| Low (YTD): |
2024-04-16 |
4.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.40% |
| Volatility 6M: |
|
77.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
