Morgan Stanley Call 16 NDX1 20.12.2024
/ DE000ME8VCG1
Morgan Stanley Call 16 NDX1 20.12.../ DE000ME8VCG1 /
| 2024-11-05 11:12:50 AM |
Chg.-0.040 |
Bid11:59:50 AM |
Ask11:59:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.440
Bid Size: 12,500 |
0.550
Ask Size: 12,500 |
NORDEX SE O.N. |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8VCG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.40 |
| Parity: |
-2.34 |
| Time value: |
0.61 |
| Break-even: |
16.61 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.11 |
| Spread %: |
22.00% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
7.01 |
| Rho: |
0.00 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.46% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-43.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.430 |
| 1M High / 1M Low: |
0.590 |
0.410 |
| 6M High / 6M Low: |
2.240 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.32% |
| Volatility 6M: |
|
152.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
