Morgan Stanley Call 82.5 CTSH 20..../  DE000ME2CY57  /

Stuttgart
2024-04-26  9:16:59 PM Chg.- Bid10:45:35 AM Ask10:45:35 AM Underlying Strike price Expiration date Option type
0.098EUR - 0.099
Bid Size: 5,000
0.122
Ask Size: 5,000
Cognizant Technology... 82.50 USD 2024-09-20 Call
 

Master data

WKN: ME2CY5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -1.45
Time value: 0.12
Break-even: 78.20
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 16.16%
Delta: 0.19
Theta: -0.01
Omega: 10.16
Rho: 0.04
 

Quote data

Open: 0.097
High: 0.098
Low: 0.093
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -52.43%
3 Months
  -75.50%
YTD
  -75.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.102 0.090
1M High / 1M Low: 0.192 0.089
6M High / 6M Low: 0.510 0.089
High (YTD): 2024-02-26 0.510
Low (YTD): 2024-04-18 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.45%
Volatility 6M:   169.51%
Volatility 1Y:   -
Volatility 3Y:   -