Morgan Stanley Call 32 VBK 20.12.2024
/ DE000ME5YD38
Morgan Stanley Call 32 VBK 20.12..../ DE000ME5YD38 /
2024-04-30 8:21:50 AM |
Chg.-0.010 |
Bid9:02:31 AM |
Ask9:02:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-4.55% |
0.220 Bid Size: 15,000 |
0.260 Ask Size: 15,000 |
VERBIO SE INH O.N. |
32.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
ME5YD3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.52 |
Parity: |
-1.20 |
Time value: |
0.26 |
Break-even: |
34.60 |
Moneyness: |
0.62 |
Premium: |
0.73 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.04 |
Spread %: |
18.18% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
2.93 |
Rho: |
0.03 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+41.89% |
3 Months |
|
|
-4.55% |
YTD |
|
|
-70.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.210 |
1M High / 1M Low: |
0.260 |
0.133 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
0.650 |
Low (YTD): |
2024-03-14 |
0.083 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.213 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
353.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |