Morgan Stanley Call 200 CGM 20.12.2024
/ DE000ME5YBK5
Morgan Stanley Call 200 CGM 20.12.../ DE000ME5YBK5 /
15/08/2024 08:16:08 |
Chg.+0.030 |
Bid09:14:59 |
Ask09:14:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+7.32% |
0.450 Bid Size: 25,000 |
0.460 Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME5YBK |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
38.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-2.27 |
Time value: |
0.46 |
Break-even: |
204.60 |
Moneyness: |
0.89 |
Premium: |
0.15 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.28 |
Theta: |
-0.04 |
Omega: |
10.79 |
Rho: |
0.16 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-79.91% |
YTD |
|
|
-76.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.410 |
1M High / 1M Low: |
1.320 |
0.410 |
6M High / 6M Low: |
3.990 |
0.410 |
High (YTD): |
07/03/2024 |
3.990 |
Low (YTD): |
14/08/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.83% |
Volatility 6M: |
|
140.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |