Morgan Stanley Call 130 YUM 16.01.2026
/ DE000ME84MP9
Morgan Stanley Call 130 YUM 16.01.../ DE000ME84MP9 /
| 8/8/2024 9:17:17 PM |
Chg.+0.08 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+4.10% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
0.59 |
| Time value: |
1.43 |
| Break-even: |
139.17 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.26 |
| Rho: |
0.95 |
Quote data
| Open: |
1.96 |
| High: |
2.06 |
| Low: |
1.95 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.18% |
| 1 Month |
|
|
+29.30% |
| 3 Months |
|
|
-3.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.79 |
| 1M High / 1M Low: |
2.17 |
1.49 |
| 6M High / 6M Low: |
2.70 |
1.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.23% |
| Volatility 6M: |
|
79.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
