Morgan Stanley Call 127.5 APH 21.06.2024
/ DE000ME5KW56
Morgan Stanley Call 127.5 APH 21..../ DE000ME5KW56 /
| 2024-05-24 2:19:39 PM |
Chg.+0.07 |
Bid3:22:57 PM |
Ask3:22:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+6.80% |
1.06
Bid Size: 5,000 |
1.11
Ask Size: 5,000 |
Amphenol Corp |
127.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME5KW5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.82 |
| Time value: |
0.16 |
| Break-even: |
127.73 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
10.36 |
| Rho: |
0.07 |
Quote data
| Open: |
1.06 |
| High: |
1.10 |
| Low: |
1.06 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.42% |
| 1 Month |
|
|
+1000.00% |
| 3 Months |
|
|
+1275.00% |
| YTD |
|
|
+2100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.62 |
| 1M High / 1M Low: |
1.03 |
0.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
1.03 |
| Low (YTD): |
2024-03-18 |
0.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
