Morgan Stanley Call 1525 1N8 20.09.2024
/ DE000ME54PZ4
Morgan Stanley Call 1525 1N8 20.0.../ DE000ME54PZ4 /
2024-05-28 8:18:58 AM |
Chg.-0.010 |
Bid6:41:06 PM |
Ask6:41:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
0.270 Bid Size: 1,000 |
0.290 Ask Size: 1,000 |
ADYEN N.V. E... |
1,525.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
ME54PZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ADYEN N.V. EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,525.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-12 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.68 |
Parity: |
-2.91 |
Time value: |
0.34 |
Break-even: |
1,559.00 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.23 |
Theta: |
-0.40 |
Omega: |
8.28 |
Rho: |
0.78 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.89% |
1 Month |
|
|
-6.06% |
3 Months |
|
|
-79.74% |
YTD |
|
|
-48.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.250 |
1M High / 1M Low: |
0.470 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-27 |
2.060 |
Low (YTD): |
2024-05-02 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |