Morgan Stanley Call 5 AEGOF 20.09.../  DE000ME1CRZ4  /

Stuttgart
2024-05-20  6:02:37 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.43EUR - -
Bid Size: -
-
Ask Size: -
Aegon Ltd. 5.00 - 2024-09-20 Call
 

Master data

WKN: ME1CRZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Aegon Ltd.
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-05-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.13
Implied volatility: 0.52
Historic volatility: 0.22
Parity: 1.13
Time value: 0.27
Break-even: 6.40
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.45%
Delta: 0.81
Theta: 0.00
Omega: 3.55
Rho: 0.01
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.37
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+55.43%
3 Months  
+101.41%
YTD  
+123.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.43 0.92
6M High / 6M Low: 1.43 0.43
High (YTD): 2024-05-20 1.43
Low (YTD): 2024-03-04 0.43
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   0.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.41%
Volatility 6M:   104.76%
Volatility 1Y:   -
Volatility 3Y:   -