Morgan Stanley Call 87.5 CTSH 20..../  DE000ME6HMX8  /

Stuttgart
2024-04-29  3:45:25 PM Chg.+0.011 Bid4:03:15 PM Ask4:03:15 PM Underlying Strike price Expiration date Option type
0.152EUR +7.80% 0.152
Bid Size: 25,000
0.166
Ask Size: 25,000
Cognizant Technology... 87.50 USD 2024-12-20 Call
 

Master data

WKN: ME6HMX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 87.50 USD
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -1.92
Time value: 0.16
Break-even: 83.28
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 9.86%
Delta: 0.20
Theta: -0.01
Omega: 8.00
Rho: 0.07
 

Quote data

Open: 0.143
High: 0.152
Low: 0.143
Previous Close: 0.141
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.04%
1 Month
  -36.67%
3 Months
  -63.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.147 0.136
1M High / 1M Low: 0.222 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -