Morgan Stanley Call 13 NDX1 20.12.2024
/ DE000ME5Y8D5
Morgan Stanley Call 13 NDX1 20.12.../ DE000ME5Y8D5 /
| 04/11/2024 18:51:49 |
Chg.+0.24 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+17.52% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
13.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME5Y8D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
0.25 |
| Time value: |
1.21 |
| Break-even: |
14.46 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.12 |
| Spread %: |
8.96% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
5.32 |
| Rho: |
0.01 |
Quote data
| Open: |
1.38 |
| High: |
1.62 |
| Low: |
1.38 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.90% |
| 1 Month |
|
|
+3.21% |
| 3 Months |
|
|
-10.06% |
| YTD |
|
|
-9.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.27 |
| 1M High / 1M Low: |
1.87 |
1.21 |
| 6M High / 6M Low: |
3.95 |
1.13 |
| High (YTD): |
14/05/2024 |
3.95 |
| Low (YTD): |
28/06/2024 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.37% |
| Volatility 6M: |
|
152.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
