Morgan Stanley Call 13 XCA 20.12.2024
/ DE000ME5YPN9
Morgan Stanley Call 13 XCA 20.12..../ DE000ME5YPN9 /
8/16/2024 8:20:51 PM |
Chg.+0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
+1.85% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
ME5YPN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/28/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.47 |
Time value: |
0.66 |
Break-even: |
14.12 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
2.75% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
7.87 |
Rho: |
0.03 |
Quote data
Open: |
1.09 |
High: |
1.10 |
Low: |
1.09 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.58% |
1 Month |
|
|
-18.52% |
3 Months |
|
|
-58.49% |
YTD |
|
|
+10.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.96 |
1M High / 1M Low: |
1.65 |
0.88 |
6M High / 6M Low: |
2.96 |
0.47 |
High (YTD): |
5/20/2024 |
2.96 |
Low (YTD): |
2/13/2024 |
0.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.42 |
Avg. volume 6M: |
|
69.29 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.36% |
Volatility 6M: |
|
127.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |