Morgan Stanley Call 260 CDNS 20.09.2024
/ DE000ME2N935
Morgan Stanley Call 260 CDNS 20.0.../ DE000ME2N935 /
| 28/05/2024 10:12:13 |
Chg.+0.22 |
Bid14:11:25 |
Ask14:11:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+5.53% |
4.21
Bid Size: 2,000 |
4.29
Ask Size: 2,000 |
Cadence Design Syste... |
260.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME2N93 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
3.16 |
| Time value: |
0.91 |
| Break-even: |
280.08 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
2.01% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
5.30 |
| Rho: |
0.55 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
-22.94% |
| YTD |
|
|
+9.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
3.96 |
| 1M High / 1M Low: |
4.17 |
3.12 |
| 6M High / 6M Low: |
7.46 |
2.72 |
| High (YTD): |
21/03/2024 |
7.46 |
| Low (YTD): |
05/01/2024 |
2.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.86% |
| Volatility 6M: |
|
134.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
