Morgan Stanley Call 40 YUMC 20.09.2024
/ DE000ME54266
Morgan Stanley Call 40 YUMC 20.09.../ DE000ME54266 /
| 2024-06-03 2:19:10 PM |
Chg.+0.004 |
Bid3:41:38 PM |
Ask3:41:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.141EUR |
+2.92% |
0.147
Bid Size: 125,000 |
0.151
Ask Size: 125,000 |
Yum China Holdings I... |
40.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME5426 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum China Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.39 |
| Time value: |
0.15 |
| Break-even: |
38.33 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
3.52% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
7.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.137 |
| High: |
0.141 |
| Low: |
0.137 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.70% |
| 1 Month |
|
|
-45.77% |
| 3 Months |
|
|
-76.89% |
| YTD |
|
|
-77.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.143 |
0.122 |
| 1M High / 1M Low: |
0.290 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.690 |
| Low (YTD): |
2024-05-29 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
