Morgan Stanley Call 5 Aegon Ltd. 20.09.2024
/ DE000ME1CRZ4
Morgan Stanley Call 5 Aegon Ltd. .../ DE000ME1CRZ4 /
| 2024-05-14 6:15:38 PM |
Chg.- |
Bid10:51:09 AM |
Ask10:51:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
1.28
Bid Size: 90,000 |
1.29
Ask Size: 90,000 |
AEGON NV (DEMAT.) ... |
5.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CRZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AEGON NV (DEMAT.) EO-12 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
1.18 |
| Time value: |
0.10 |
| Break-even: |
6.28 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
4.46 |
| Rho: |
0.02 |
Quote data
| Open: |
1.16 |
| High: |
1.23 |
| Low: |
1.16 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+70.83% |
| 3 Months |
|
|
+86.36% |
| YTD |
|
|
+92.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.08 |
| 1M High / 1M Low: |
1.24 |
0.67 |
| 6M High / 6M Low: |
1.24 |
0.42 |
| High (YTD): |
2024-05-13 |
1.24 |
| Low (YTD): |
2024-03-04 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.73% |
| Volatility 6M: |
|
103.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
