Morgan Stanley Call 2.4 AMS 20.09.2024
/ DE000ME5CWG5
Morgan Stanley Call 2.4 AMS 20.09.../ DE000ME5CWG5 /
| 2024-07-24 11:44:36 AM |
Chg.-0.001 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
2.40 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME5CWG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.40 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.91 |
| Parity: |
-1.23 |
| Time value: |
0.08 |
| Break-even: |
2.56 |
| Moneyness: |
0.51 |
| Premium: |
1.04 |
| Premium p.a.: |
86.86 |
| Spread abs.: |
0.01 |
| Spread %: |
22.58% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
3.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.07% |
| 1 Month |
|
|
-24.39% |
| 3 Months |
|
|
-23.46% |
| YTD |
|
|
-88.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.063 |
| 1M High / 1M Low: |
0.087 |
0.063 |
| 6M High / 6M Low: |
0.630 |
0.063 |
| High (YTD): |
2024-01-24 |
0.630 |
| Low (YTD): |
2024-07-23 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.90% |
| Volatility 6M: |
|
130.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
