Morgan Stanley Call 37.5 YUMC 20.09.2024
/ DE000ME6XSD4
Morgan Stanley Call 37.5 YUMC 20..../ DE000ME6XSD4 /
| 2024-06-03 12:20:02 PM |
Chg.+0.013 |
Bid3:30:07 PM |
Ask3:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
+6.77% |
0.232
Bid Size: 125,000 |
0.243
Ask Size: 125,000 |
Yum China Holdings I... |
37.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME6XSD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum China Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.16 |
| Time value: |
0.22 |
| Break-even: |
36.74 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
2.82% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
7.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.205 |
| Previous Close: |
0.192 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.53% |
| 1 Month |
|
|
-43.06% |
| 3 Months |
|
|
-73.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.218 |
0.180 |
| 1M High / 1M Low: |
0.410 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
