Morgan Stanley Call 12 NDX1 20.12.../  DE000ME50454  /

Stuttgart
7/3/2024  9:14:29 PM Chg.+0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.570EUR +11.76% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 12.00 EUR 12/20/2024 Call
 

Master data

WKN: ME5045
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 19.27
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.40
Parity: -0.44
Time value: 0.60
Break-even: 12.60
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.09
Spread %: 17.65%
Delta: 0.48
Theta: 0.00
Omega: 9.20
Rho: 0.02
 

Quote data

Open: 0.510
High: 0.570
Low: 0.510
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -37.36%
3 Months
  -8.06%
YTD
  -12.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.910 0.510
6M High / 6M Low: 0.930 0.510
High (YTD): 5/15/2024 0.930
Low (YTD): 7/2/2024 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   0.694
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.63%
Volatility 6M:   79.24%
Volatility 1Y:   -
Volatility 3Y:   -