Morgan Stanley Call 115 APH 21.06.2024
/ DE000ME55636
Morgan Stanley Call 115 APH 21.06.../ DE000ME55636 /
| 2024-05-03 8:38:51 PM |
Chg.+0.230 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+33.82% |
-
Bid Size: - |
-
Ask Size: - |
Amphenol Corp |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME5563 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.71 |
| Time value: |
0.19 |
| Break-even: |
115.86 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
9.95 |
| Rho: |
0.11 |
Quote data
| Open: |
0.820 |
| High: |
0.910 |
| Low: |
0.800 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.19% |
| 1 Month |
|
|
+42.19% |
| 3 Months |
|
|
+432.16% |
| YTD |
|
|
+628.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.680 |
| 1M High / 1M Low: |
0.910 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-03 |
0.910 |
| Low (YTD): |
2024-01-17 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
