Morgan Stanley Call 35 VNA 20.12.2024
/ DE000ME0RMZ5
Morgan Stanley Call 35 VNA 20.12..../ DE000ME0RMZ5 /
| 2024-05-20 9:05:40 PM |
Chg.-0.011 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
-8.80% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
35.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME0RMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
-0.53 |
| Time value: |
0.14 |
| Break-even: |
36.37 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
9.60% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
7.07 |
| Rho: |
0.05 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.114 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.09% |
| 1 Month |
|
|
+192.31% |
| 3 Months |
|
|
+29.55% |
| YTD |
|
|
-40.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.089 |
| 1M High / 1M Low: |
0.134 |
0.041 |
| 6M High / 6M Low: |
0.206 |
0.019 |
| High (YTD): |
2024-01-02 |
0.171 |
| Low (YTD): |
2024-03-15 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.99% |
| Volatility 6M: |
|
242.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
