Morgan Stanley Call 110 SQU 20.12.2024
/ DE000ME65EP5
Morgan Stanley Call 110 SQU 20.12.../ DE000ME65EP5 /
| 2024-06-06 10:58:07 AM |
Chg.-0.080 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-8.60% |
0.850
Bid Size: 80,000 |
0.860
Ask Size: 80,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME65EP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
0.56 |
| Break-even: |
119.40 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.05% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
8.22 |
| Rho: |
0.37 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-30.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
1.230 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
