Morgan Stanley Call 55 APH 20.12.2024
/ DE000ME9LZ58
Morgan Stanley Call 55 APH 20.12..../ DE000ME9LZ58 /
6/26/2024 4:37:37 PM |
Chg.-0.15 |
Bid8:01:14 PM |
Ask8:01:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.81EUR |
-5.07% |
2.81 Bid Size: 25,000 |
2.82 Ask Size: 25,000 |
Amphenol Corp |
55.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME9LZ5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Amphenol Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/5/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.61 |
Intrinsic value: |
2.42 |
Implied volatility: |
0.40 |
Historic volatility: |
0.16 |
Parity: |
2.42 |
Time value: |
0.55 |
Break-even: |
66.21 |
Moneyness: |
1.24 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
3.55 |
Rho: |
0.18 |
Quote data
Open: |
2.81 |
High: |
2.81 |
Low: |
2.81 |
Previous Close: |
2.96 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.37% |
1 Month |
|
|
-9.35% |
3 Months |
|
|
+121.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.36 |
2.90 |
1M High / 1M Low: |
3.36 |
2.38 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.09 |
Avg. volume 1W: |
|
780 |
Avg. price 1M: |
|
2.83 |
Avg. volume 1M: |
|
310.48 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |