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Morgan Stanley Call 105 NEM 20.12.../  DE000ME5Y8T1  /

Stuttgart
2024-07-26  8:15:17 AM Chg.-0.020 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.230
Bid Size: 5,000		 0.290
Ask Size: 5,000		 NEMETSCHEK SE O.N. 105.00 EUR 2024-12-20 Call
 

Master data

WKN: ME5Y8T
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.20
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -1.80
Time value: 0.32
Break-even: 108.20
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.71
Spread abs.: 0.07
Spread %: 28.00%
Delta: 0.28
Theta: -0.03
Omega: 7.53
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.29%
1 Month
  -62.30%
3 Months
  -45.24%
YTD
  -73.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.640 0.250
6M High / 6M Low: 1.280 0.250
High (YTD): 2024-02-09 1.280
Low (YTD): 2024-07-25 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.18%
Volatility 6M:   161.48%
Volatility 1Y:   -
Volatility 3Y:   -