Morgan Stanley Call 35 VNA 20.12.2024
/ DE000ME0RMZ5
Morgan Stanley Call 35 VNA 20.12..../ DE000ME0RMZ5 /
| 2024-05-02 8:44:43 PM |
Chg.+0.015 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+26.79% |
-
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: |
34.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
-0.78 |
| Time value: |
0.08 |
| Break-even: |
35.79 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
49.06% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
7.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.071 |
| Low: |
0.070 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.22% |
| 1 Month |
|
|
+31.48% |
| 3 Months |
|
|
-44.53% |
| YTD |
|
|
-63.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.051 |
| 1M High / 1M Low: |
0.071 |
0.033 |
| 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: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.84% |
| Volatility 6M: |
|
238.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
