Morgan Stanley Call 17 NDX1 20.12.2024
/ DE000ME9SRJ7
Morgan Stanley Call 17 NDX1 20.12.../ DE000ME9SRJ7 /
| 04/11/2024 18:29:30 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
17.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME9SRJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.40 |
| Parity: |
-3.75 |
| Time value: |
0.47 |
| Break-even: |
17.47 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
7.97 |
| Spread abs.: |
0.12 |
| Spread %: |
34.29% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
6.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
-44.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.450 |
0.320 |
| 6M High / 6M Low: |
1.860 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.95% |
| Volatility 6M: |
|
142.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
