Morgan Stanley Call 15.5 NDX1 20.12.2024
/ DE000ME9VGW7
Morgan Stanley Call 15.5 NDX1 20..../ DE000ME9VGW7 /
| 04/11/2024 18:29:31 |
Chg.- |
Bid09:51:05 |
Ask09:51:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.480
Bid Size: 12,500 |
0.590
Ask Size: 12,500 |
NORDEX SE O.N. |
15.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME9VGW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
-1.84 |
| Time value: |
0.70 |
| Break-even: |
16.20 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
2.99 |
| Spread abs.: |
0.12 |
| Spread %: |
20.69% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
6.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
0.680 |
0.460 |
| 6M High / 6M Low: |
2.490 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.23% |
| Volatility 6M: |
|
159.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
