Morgan Stanley Call 1.9 AMS 20.09.2024
/ DE000ME5CWB6
Morgan Stanley Call 1.9 AMS 20.09.../ DE000ME5CWB6 /
| 2024-07-24 11:44:36 AM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
1.90 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME5CWB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.90 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.91 |
| Parity: |
-0.71 |
| Time value: |
0.09 |
| Break-even: |
2.05 |
| Moneyness: |
0.64 |
| Premium: |
0.63 |
| Premium p.a.: |
20.88 |
| Spread abs.: |
0.02 |
| Spread %: |
22.86% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
4.01 |
| Rho: |
0.00 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.58% |
| 1 Month |
|
|
-25.53% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
-91.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.070 |
| 1M High / 1M Low: |
0.100 |
0.070 |
| 6M High / 6M Low: |
0.930 |
0.070 |
| High (YTD): |
2024-01-24 |
0.930 |
| Low (YTD): |
2024-07-23 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.77% |
| Volatility 6M: |
|
143.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
