Morgan Stanley Call 17 NDX1 20.09.2024
/ DE000ME10CE9
Morgan Stanley Call 17 NDX1 20.09.../ DE000ME10CE9 /
2024-05-22 11:29:51 AM |
Chg.-0.060 |
Bid1:44:01 PM |
Ask1:44:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-7.14% |
0.790 Bid Size: 30,000 |
0.810 Ask Size: 30,000 |
NORDEX SE O.N. |
17.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
ME10CE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-22 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.40 |
Parity: |
-2.77 |
Time value: |
0.86 |
Break-even: |
17.86 |
Moneyness: |
0.84 |
Premium: |
0.26 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.06 |
Spread %: |
7.50% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
5.75 |
Rho: |
0.01 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.44% |
1 Month |
|
|
+39.29% |
3 Months |
|
|
+16.42% |
YTD |
|
|
+9.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.820 |
1M High / 1M Low: |
1.230 |
0.540 |
6M High / 6M Low: |
1.230 |
0.420 |
High (YTD): |
2024-05-14 |
1.230 |
Low (YTD): |
2024-03-19 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.914 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.792 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.703 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.54% |
Volatility 6M: |
|
121.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |