Morgan Stanley Call 106 NEM 20.09.2024
/ DE000ME9AYE2
Morgan Stanley Call 106 NEM 20.09.../ DE000ME9AYE2 /
| 27/06/2024 08:22:33 |
Chg.+0.010 |
Bid10:28:00 |
Ask10:28:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.320
Bid Size: 50,000 |
0.360
Ask Size: 50,000 |
NEMETSCHEK SE O.N. |
106.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME9AYE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-1.32 |
| Time value: |
0.35 |
| Break-even: |
109.50 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
8.27 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.430 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
