Morgan Stanley Call 35.5 VNA 20.09.2024
/ DE000ME5LBH8
Morgan Stanley Call 35.5 VNA 20.0.../ DE000ME5LBH8 /
| 2024-05-02 12:50:08 PM |
Chg.+0.015 |
Bid5:54:09 PM |
Ask5:54:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+107.14% |
0.028
Bid Size: 15,000 |
0.040
Ask Size: 15,000 |
VONOVIA SE NA O.N. |
35.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME5LBH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
-0.83 |
| Time value: |
0.04 |
| Break-even: |
35.90 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.03 |
| Spread %: |
207.69% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
9.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.014 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+93.33% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
-60.27% |
| YTD |
|
|
-76.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.014 |
| 1M High / 1M Low: |
0.025 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.109 |
| Low (YTD): |
2024-03-15 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
