Morgan Stanley Call 107.5 NEM 20.12.2024
/ DE000ME7HGW0
Morgan Stanley Call 107.5 NEM 20..../ DE000ME7HGW0 /
| 11/8/2024 11:29:15 AM |
Chg.+0.030 |
Bid2:01:06 PM |
Ask2:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.350
Bid Size: 40,000 |
0.380
Ask Size: 40,000 |
NEMETSCHEK SE O.N. |
107.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME7HGW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-0.27 |
| Time value: |
0.39 |
| Break-even: |
111.40 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.09 |
| Spread %: |
30.00% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
12.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+70.85% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.166 |
| 1M High / 1M Low: |
0.320 |
0.166 |
| 6M High / 6M Low: |
0.680 |
0.115 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.47% |
| Volatility 6M: |
|
189.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
