Morgan Stanley Call 90 EVD 20.12.2024
/ DE000ME5Y6Z2
Morgan Stanley Call 90 EVD 20.12..../ DE000ME5Y6Z2 /
2024-05-27 6:10:01 PM |
Chg.+0.100 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+20.00% |
0.600 Bid Size: 2,000 |
0.640 Ask Size: 2,000 |
CTS EVENTIM KGAA |
90.00 - |
2024-12-20 |
Call |
Master data
WKN: |
ME5Y6Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.28 |
Parity: |
-0.76 |
Time value: |
0.57 |
Break-even: |
95.70 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.07 |
Spread %: |
14.00% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
6.35 |
Rho: |
0.17 |
Quote data
Open: |
0.530 |
High: |
0.600 |
Low: |
0.530 |
Previous Close: |
0.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+33.33% |
YTD |
|
|
+62.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.470 |
1M High / 1M Low: |
0.640 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-05 |
0.720 |
Low (YTD): |
2024-01-23 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.533 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |