Morgan Stanley Call 160 SEJ1 20.12.2024
/ DE000ME5YP75
Morgan Stanley Call 160 SEJ1 20.1.../ DE000ME5YP75 /
2024-07-10 2:27:04 PM |
Chg.+0.24 |
Bid3:40:45 PM |
Ask3:40:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.93EUR |
+5.12% |
4.85 Bid Size: 40,000 |
4.89 Ask Size: 40,000 |
SAFRAN INH. EO... |
160.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
ME5YP7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SAFRAN INH. EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.47 |
Intrinsic value: |
4.20 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
4.20 |
Time value: |
0.54 |
Break-even: |
207.40 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
1.28% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
3.78 |
Rho: |
0.59 |
Quote data
Open: |
4.67 |
High: |
4.93 |
Low: |
4.67 |
Previous Close: |
4.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.07% |
1 Month |
|
|
-7.33% |
3 Months |
|
|
-4.27% |
YTD |
|
|
+176.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.03 |
4.69 |
1M High / 1M Low: |
5.35 |
4.26 |
6M High / 6M Low: |
6.30 |
1.96 |
High (YTD): |
2024-05-27 |
6.30 |
Low (YTD): |
2024-01-05 |
1.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.51 |
Avg. volume 6M: |
|
28.35 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.06% |
Volatility 6M: |
|
79.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |