Morgan Stanley Call 13.25 NDX1 20.12.2024
/ DE000ME663B4
Morgan Stanley Call 13.25 NDX1 20.../ DE000ME663B4 /
04/11/2024 17:21:36 |
Chg.+0.30 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
+24.79% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
13.25 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME663B |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.25 EUR |
Maturity: |
20/12/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.40 |
Parity: |
0.00 |
Time value: |
1.34 |
Break-even: |
14.59 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.13 |
Spread %: |
10.74% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
5.50 |
Rho: |
0.01 |
Quote data
Open: |
1.41 |
High: |
1.51 |
Low: |
1.41 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.58% |
1 Month |
|
|
+2.72% |
3 Months |
|
|
-9.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
1.14 |
1M High / 1M Low: |
1.68 |
1.08 |
6M High / 6M Low: |
3.83 |
1.06 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.24% |
Volatility 6M: |
|
156.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |