Morgan Stanley Call 170 YUM 19.09.2025
/ DE000ME5GFU2
Morgan Stanley Call 170 YUM 19.09.../ DE000ME5GFU2 /
15/10/2024 12:59:12 |
Chg.-0.003 |
Bid16:04:28 |
Ask16:04:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.152EUR |
-1.94% |
0.142 Bid Size: 25,000 |
0.150 Ask Size: 25,000 |
Yum Brands Inc |
170.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
ME5GFU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
15/12/2023 |
Last trading day: |
19/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
-3.24 |
Time value: |
0.17 |
Break-even: |
157.53 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
4.94% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
11.29 |
Rho: |
0.16 |
Quote data
Open: |
0.152 |
High: |
0.152 |
Low: |
0.152 |
Previous Close: |
0.155 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.06% |
1 Month |
|
|
-34.20% |
3 Months |
|
|
-39.20% |
YTD |
|
|
-75.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.176 |
0.149 |
1M High / 1M Low: |
0.238 |
0.137 |
6M High / 6M Low: |
0.610 |
0.137 |
High (YTD): |
03/01/2024 |
0.640 |
Low (YTD): |
23/09/2024 |
0.137 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.316 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.18% |
Volatility 6M: |
|
142.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |