Morgan Stanley Call 16 TEG 20.12.2024
/ DE000ME5YGT5
Morgan Stanley Call 16 TEG 20.12..../ DE000ME5YGT5 /
| 2024-08-09 11:22:32 AM |
Chg.+0.090 |
Bid12:10:14 PM |
Ask12:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+10.34% |
0.950
Bid Size: 7,500 |
1.060
Ask Size: 7,500 |
TAG IMMOBILIEN AG |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YGT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
-2.05 |
| Time value: |
0.96 |
| Break-even: |
16.96 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.10 |
| Spread %: |
11.63% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.860 |
| High: |
0.960 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
-50.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.870 |
| 1M High / 1M Low: |
1.500 |
0.850 |
| 6M High / 6M Low: |
1.800 |
0.850 |
| High (YTD): |
2024-01-12 |
2.140 |
| Low (YTD): |
2024-07-31 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.12% |
| Volatility 6M: |
|
116.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
