Morgan Stanley Call 130 YUM 19.09.2025
/ DE000ME4DFK3
Morgan Stanley Call 130 YUM 19.09.../ DE000ME4DFK3 /
| 19/11/2024 15:22:20 |
Chg.-0.09 |
Bid18:25:03 |
Ask18:25:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-6.34% |
1.32
Bid Size: 50,000 |
1.33
Ask Size: 50,000 |
Yum Brands Inc |
130.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
ME4DFK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
30/11/2023 |
| Last trading day: |
19/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
1.02 |
| Break-even: |
136.70 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
5.83 |
| Rho: |
0.56 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.33 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.34% |
| 1 Month |
|
|
-1.48% |
| 3 Months |
|
|
-19.39% |
| YTD |
|
|
-29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.37 |
| 1M High / 1M Low: |
1.58 |
1.24 |
| 6M High / 6M Low: |
2.31 |
1.06 |
| High (YTD): |
29/04/2024 |
2.45 |
| Low (YTD): |
20/09/2024 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.54% |
| Volatility 6M: |
|
99.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
