Morgan Stanley Call 130 YUM 16.01.2026
/ DE000ME84MP9
Morgan Stanley Call 130 YUM 16.01.../ DE000ME84MP9 /
| 9/13/2024 3:46:38 PM |
Chg.-0.04 |
Bid5:00:22 PM |
Ask5:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-2.40% |
1.63
Bid Size: 25,000 |
1.64
Ask Size: 25,000 |
Yum Brands Inc |
130.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
ME84MP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.31 |
| Time value: |
1.36 |
| Break-even: |
134.04 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
4.74 |
| Rho: |
0.84 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.63 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
-28.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.62 |
| 1M High / 1M Low: |
2.05 |
1.62 |
| 6M High / 6M Low: |
2.70 |
1.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.39% |
| Volatility 6M: |
|
76.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
