Morgan Stanley Call 17 NDX1 20.12.2024
/ DE000ME9SRJ7
Morgan Stanley Call 17 NDX1 20.12.../ DE000ME9SRJ7 /
| 2024-05-21 11:22:14 AM |
Chg.- |
Bid8:24:45 AM |
Ask8:24:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
1.38
Bid Size: 2,500 |
1.42
Ask Size: 2,500 |
NORDEX SE O.N. |
17.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME9SRJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
-2.77 |
| Time value: |
1.45 |
| Break-even: |
18.45 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
4.32% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
4.19 |
| Rho: |
0.03 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.11% |
| 1 Month |
|
|
+68.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.41 |
| 1M High / 1M Low: |
1.86 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
