Morgan Stanley Call 105 NEM 20.12.2024
/ DE000ME5Y8T1
Morgan Stanley Call 105 NEM 20.12.../ DE000ME5Y8T1 /
| 7/26/2024 4:29:55 PM |
Chg.-0.020 |
Bid4:32:17 PM |
Ask4:32:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
0.240
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
NEMETSCHEK SE O.N. |
105.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-1.90 |
| Time value: |
0.29 |
| Break-even: |
107.90 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.06 |
| Spread %: |
26.09% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
7.71 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| 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): |
2/9/2024 |
1.280 |
| Low (YTD): |
7/25/2024 |
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: |
|
- |
