Morgan Stanley Call 12.25 NDX1 20.12.2024
/ DE000ME5Y8A1
Morgan Stanley Call 12.25 NDX1 20.../ DE000ME5Y8A1 /
| 2024-11-04 6:51:49 PM |
Chg.+0.28 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+15.05% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
12.25 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Y8A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.25 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.40 |
| Parity: |
1.00 |
| Time value: |
0.91 |
| Break-even: |
14.16 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.09 |
| Spread %: |
4.95% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.66 |
| Rho: |
0.01 |
Quote data
| Open: |
1.86 |
| High: |
2.14 |
| Low: |
1.86 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.57% |
| 1 Month |
|
|
+5.42% |
| 3 Months |
|
|
-2.73% |
| YTD |
|
|
+5.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.73 |
| 1M High / 1M Low: |
2.42 |
1.63 |
| 6M High / 6M Low: |
4.48 |
1.44 |
| High (YTD): |
2024-05-14 |
4.48 |
| Low (YTD): |
2024-02-05 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.89% |
| Volatility 6M: |
|
139.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
