Morgan Stanley Call 15.5 NDX1 20.09.2024
/ DE000ME10CB5
Morgan Stanley Call 15.5 NDX1 20..../ DE000ME10CB5 /
26/08/2024 15:21:59 |
Chg.+0.020 |
Bid15:31:38 |
Ask15:31:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+6.90% |
0.310 Bid Size: 30,000 |
0.370 Ask Size: 30,000 |
NORDEX SE O.N. |
15.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME10CB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
22/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
33.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.42 |
Parity: |
-1.66 |
Time value: |
0.41 |
Break-even: |
15.91 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
6.65 |
Spread abs.: |
0.11 |
Spread %: |
36.67% |
Delta: |
0.29 |
Theta: |
-0.02 |
Omega: |
9.90 |
Rho: |
0.00 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.300 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.42% |
1 Month |
|
|
-52.31% |
3 Months |
|
|
-75.59% |
YTD |
|
|
-62.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.290 |
1M High / 1M Low: |
0.650 |
0.280 |
6M High / 6M Low: |
1.820 |
0.280 |
High (YTD): |
14/05/2024 |
1.820 |
Low (YTD): |
05/08/2024 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.332 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.737 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.33% |
Volatility 6M: |
|
187.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |