Morgan Stanley Call 105 NEM 20.12.2024
/ DE000ME5Y8T1
Morgan Stanley Call 105 NEM 20.12.../ DE000ME5Y8T1 /
| 26/06/2024 20:58:18 |
Chg.+0.040 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+7.02% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
105.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-1.35 |
| Time value: |
0.64 |
| Break-even: |
111.40 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
5.66 |
| Rho: |
0.14 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
-21.79% |
| YTD |
|
|
-29.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
0.770 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/02/2024 |
1.280 |
| Low (YTD): |
02/05/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
