Morgan Stanley Call 320 Tencent Holdings Ltd 20.09.2024
/ DE000ME2CBV5
Morgan Stanley Call 320 Tencent H.../ DE000ME2CBV5 /
2024-06-04 12:44:56 PM |
Chg.+0.060 |
Bid12:46:56 PM |
Ask12:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+8.57% |
0.760 Bid Size: 50,000 |
0.780 Ask Size: 50,000 |
- |
320.00 HKD |
2024-09-20 |
Call |
Master data
WKN: |
ME2CBV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 HKD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-20 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.33 |
Historic volatility: |
0.32 |
Parity: |
0.63 |
Time value: |
0.11 |
Break-even: |
44.93 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.78% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
4.98 |
Rho: |
0.09 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.80% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
+406.67% |
YTD |
|
|
+192.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.630 |
1M High / 1M Low: |
1.040 |
0.620 |
6M High / 6M Low: |
1.040 |
0.138 |
High (YTD): |
2024-05-14 |
1.040 |
Low (YTD): |
2024-03-05 |
0.138 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.806 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.352 |
Avg. volume 6M: |
|
64 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.32% |
Volatility 6M: |
|
194.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |