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: |
|
- |
