Morgan Stanley Call 12 NDX1 20.12.2024
/ DE000ME5Y893
Morgan Stanley Call 12 NDX1 20.12.../ DE000ME5Y893 /
| 29/10/2024 08:12:41 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
12.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME5Y89 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.40 |
| Parity: |
1.25 |
| Time value: |
1.05 |
| Break-even: |
14.30 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.95 |
| Rho: |
0.01 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
+18.64% |
| 3 Months |
|
|
+11.06% |
| YTD |
|
|
+23.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.61 |
| 1M High / 1M Low: |
2.62 |
1.79 |
| 6M High / 6M Low: |
4.66 |
1.55 |
| High (YTD): |
14/05/2024 |
4.66 |
| Low (YTD): |
05/02/2024 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.23% |
| Volatility 6M: |
|
133.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
