Morgan Stanley Call 4 TNE5 20.12.2024
/ DE000ME8F540
Morgan Stanley Call 4 TNE5 20.12..../ DE000ME8F540 /
| 2024-05-02 11:17:41 AM |
Chg.+0.020 |
Bid1:10:23 PM |
Ask1:10:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
0.400
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
TELEFONICA INH. ... |
4.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8F54 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.18 |
| Break-even: |
4.39 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
8.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+21.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.420 |
0.217 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.387 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
