Morgan Stanley Call 105 NEM 20.09.2024
/ DE000ME2ZR67
Morgan Stanley Call 105 NEM 20.09.../ DE000ME2ZR67 /
| 7/26/2024 4:14:25 PM |
Chg.-0.001 |
Bid4:45:11 PM |
Ask4:45:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-1.03% |
0.096
Bid Size: 20,000 |
0.132
Ask Size: 20,000 |
NEMETSCHEK SE O.N. |
105.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2ZR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
-1.90 |
| Time value: |
0.14 |
| Break-even: |
106.37 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
2.98 |
| Spread abs.: |
0.04 |
| Spread %: |
45.74% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
10.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.095 |
| High: |
0.096 |
| Low: |
0.095 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.94% |
| 1 Month |
|
|
-70.91% |
| 3 Months |
|
|
-63.08% |
| YTD |
|
|
-84.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.139 |
0.097 |
| 1M High / 1M Low: |
0.340 |
0.097 |
| 6M High / 6M Low: |
0.960 |
0.097 |
| High (YTD): |
2/9/2024 |
0.960 |
| Low (YTD): |
7/25/2024 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.61% |
| Volatility 6M: |
|
184.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
