Morgan Stanley Call 11.5 NDX1 20.12.2024
/ DE000ME50447
Morgan Stanley Call 11.5 NDX1 20..../ DE000ME50447 /
| 2024-07-23 2:28:51 PM |
Chg.-0.020 |
Bid3:56:10 PM |
Ask3:56:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
0.810
Bid Size: 12,500 |
0.840
Ask Size: 12,500 |
NORDEX SE O.N. |
11.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5044 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
2.08 |
| Time value: |
-1.20 |
| Break-even: |
12.38 |
| Moneyness: |
1.18 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
+9.33% |
| YTD |
|
|
+18.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.570 |
| 6M High / 6M Low: |
0.960 |
0.570 |
| High (YTD): |
2024-05-28 |
0.960 |
| Low (YTD): |
2024-07-02 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.08% |
| Volatility 6M: |
|
71.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
