Morgan Stanley Call 87.5 PM 20.06.2025
/ DE000ME54L28
Morgan Stanley Call 87.5 PM 20.06.../ DE000ME54L28 /
| 2024-05-24 8:08:10 PM |
Chg.0.00 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Philip Morris Intern... |
87.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME54L2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.15 |
| Parity: |
1.15 |
| Time value: |
0.32 |
| Break-even: |
95.37 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.82 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
+19.01% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
+23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.42 |
| 1M High / 1M Low: |
1.56 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
1.56 |
| Low (YTD): |
2024-03-01 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
