Morgan Stanley Call 200 ESL 20.12.2024
/ DE000ME508F2
Morgan Stanley Call 200 ESL 20.12.../ DE000ME508F2 /
2024-04-30 8:57:12 PM |
Chg.-0.31 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.66EUR |
-2.83% |
- Bid Size: - |
- Ask Size: - |
ESSILORLUXO. INH. EO... |
200.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
ME508F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ESSILORLUXO. INH. EO -,18 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
18.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.04 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.12 |
Historic volatility: |
0.17 |
Parity: |
0.80 |
Time value: |
9.99 |
Break-even: |
210.79 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.13 |
Spread %: |
1.22% |
Delta: |
0.63 |
Theta: |
-0.03 |
Omega: |
11.82 |
Rho: |
0.74 |
Quote data
Open: |
10.40 |
High: |
10.66 |
Low: |
10.40 |
Previous Close: |
10.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.80% |
1 Month |
|
|
-19.00% |
3 Months |
|
|
+63.50% |
YTD |
|
|
+59.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
11.95 |
10.66 |
1M High / 1M Low: |
13.29 |
10.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-20 |
13.51 |
Low (YTD): |
2024-01-17 |
4.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |