Morgan Stanley Call 106 NEM 20.12.2024
/ DE000ME9AYF9
Morgan Stanley Call 106 NEM 20.12.../ DE000ME9AYF9 /
| 11/7/2024 1:23:54 PM |
Chg.+0.410 |
Bid11/7/2024 |
Ask11/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+164.00% |
0.660
Bid Size: 7,500 |
0.710
Ask Size: 7,500 |
NEMETSCHEK SE O.N. |
106.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME9AYF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-0.61 |
| Time value: |
0.29 |
| Break-even: |
108.90 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.05 |
| Spread %: |
20.83% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
12.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.249 |
| High: |
0.660 |
| Low: |
0.249 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+164.00% |
| 1 Month |
|
|
+220.39% |
| 3 Months |
|
|
+230.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.195 |
| 1M High / 1M Low: |
0.360 |
0.195 |
| 6M High / 6M Low: |
0.730 |
0.125 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.75% |
| Volatility 6M: |
|
173.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
