Morgan Stanley Call 17.5 NDX1 20.09.2024
/ DE000ME10CF6
Morgan Stanley Call 17.5 NDX1 20..../ DE000ME10CF6 /
| 2024-05-15 9:16:51 PM |
Chg.-0.11 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-10.28% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
17.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10CF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-2.38 |
| Time value: |
1.09 |
| Break-even: |
18.59 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.02 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
0.87 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
+92.00% |
| 3 Months |
|
|
+28.00% |
| YTD |
|
|
+41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.75 |
| 1M High / 1M Low: |
1.07 |
0.48 |
| 6M High / 6M Low: |
1.10 |
0.39 |
| High (YTD): |
2024-05-14 |
1.07 |
| Low (YTD): |
2024-03-19 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.00% |
| Volatility 6M: |
|
114.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
