Morgan Stanley Call 160 CFR 20.12.2024
/ DE000ME5YBV2
Morgan Stanley Call 160 CFR 20.12.../ DE000ME5YBV2 /
2024-05-31 3:51:31 PM |
Chg.+0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
RICHEMONT N |
160.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
ME5YBV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.31 |
Parity: |
-1.73 |
Time value: |
0.57 |
Break-even: |
169.14 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.35 |
Theta: |
-0.03 |
Omega: |
8.85 |
Rho: |
0.25 |
Quote data
Open: |
0.530 |
High: |
0.540 |
Low: |
0.530 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.82% |
1 Month |
|
|
+45.95% |
3 Months |
|
|
-34.94% |
YTD |
|
|
+80.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
0.610 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-14 |
1.120 |
Low (YTD): |
2024-01-17 |
0.148 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.481 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |