Morgan Stanley Call 15 TEG 20.12.2024
/ DE000ME5YGS7
Morgan Stanley Call 15 TEG 20.12..../ DE000ME5YGS7 /
| 9/18/2024 2:28:39 PM |
Chg.+0.09 |
Bid5:05:23 PM |
Ask5:05:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+4.37% |
2.10
Bid Size: 20,000 |
2.19
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
15.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YGS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
1.06 |
| Time value: |
1.06 |
| Break-even: |
17.12 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.12 |
| Spread %: |
6.00% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.09 |
| Rho: |
0.02 |
Quote data
| Open: |
2.02 |
| High: |
2.15 |
| Low: |
2.02 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.99% |
| 1 Month |
|
|
+91.96% |
| 3 Months |
|
|
+70.63% |
| YTD |
|
|
-6.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.06 |
| 1M High / 1M Low: |
2.59 |
1.14 |
| 6M High / 6M Low: |
2.59 |
1.04 |
| High (YTD): |
9/11/2024 |
2.59 |
| Low (YTD): |
3/5/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.97% |
| Volatility 6M: |
|
131.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
