Morgan Stanley Call 11.5 NDX1 20.12.2024
/ DE000ME50447
Morgan Stanley Call 11.5 NDX1 20..../ DE000ME50447 /
| 28/10/2024 18:15:34 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME5044 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
1.75 |
| Time value: |
-0.80 |
| Break-even: |
12.45 |
| Moneyness: |
1.15 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.39 |
| Spread abs.: |
0.07 |
| Spread %: |
7.95% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.25% |
| 3 Months |
|
|
+17.11% |
| YTD |
|
|
+28.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.890 |
| 1M High / 1M Low: |
0.890 |
0.730 |
| 6M High / 6M Low: |
0.970 |
0.570 |
| High (YTD): |
13/09/2024 |
0.970 |
| Low (YTD): |
02/07/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.06% |
| Volatility 6M: |
|
69.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
