Morgan Stanley Call 15 TEG 20.12.2024
/ DE000ME5YGS7
Morgan Stanley Call 15 TEG 20.12..../ DE000ME5YGS7 /
| 12/07/2024 14:18:36 |
Chg.0.00 |
Bid16:00:53 |
Ask16:00:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
0.00% |
2.03
Bid Size: 22,500 |
2.11
Ask Size: 22,500 |
TAG IMMOBILIEN AG |
15.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
0.15 |
| Time value: |
1.95 |
| Break-even: |
17.10 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
2.94% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
4.29 |
| Rho: |
0.03 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
1.96 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.38% |
| 1 Month |
|
|
+27.39% |
| 3 Months |
|
|
+68.07% |
| YTD |
|
|
-12.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.28 |
| 1M High / 1M Low: |
2.00 |
1.08 |
| 6M High / 6M Low: |
2.49 |
1.03 |
| High (YTD): |
12/01/2024 |
2.49 |
| Low (YTD): |
05/03/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.47% |
| Volatility 6M: |
|
116.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
