Morgan Stanley Call 62.5 BSN 20.09.2024
/ DE000ME15754
Morgan Stanley Call 62.5 BSN 20.0.../ DE000ME15754 /
| 2024-05-31 8:32:12 PM |
Chg.+0.050 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+5.95% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
62.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1575 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
66.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.13 |
| Parity: |
-3.38 |
| Time value: |
0.89 |
| Break-even: |
63.39 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
-0.04 |
| Spread %: |
-4.30% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
20.28 |
| Rho: |
0.05 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.840 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+7.23% |
| 3 Months |
|
|
+4.71% |
| YTD |
|
|
-27.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.770 |
| 1M High / 1M Low: |
1.280 |
0.770 |
| 6M High / 6M Low: |
1.890 |
0.580 |
| High (YTD): |
2024-01-29 |
1.890 |
| Low (YTD): |
2024-04-15 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.54% |
| Volatility 6M: |
|
142.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
