Morgan Stanley Call 230 CMI 20.09.2024
/ DE000ME53N50
Morgan Stanley Call 230 CMI 20.09.../ DE000ME53N50 /
| 8/20/2024 8:09:10 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.55EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Cummins Inc |
230.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME53N5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cummins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.20 |
| Parity: |
4.92 |
| Time value: |
1.61 |
| Break-even: |
295.30 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.72 |
| Omega: |
3.29 |
| Rho: |
0.09 |
Quote data
| Open: |
6.55 |
| High: |
6.55 |
| Low: |
6.55 |
| Previous Close: |
6.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.54% |
| 3 Months |
|
|
+33.95% |
| YTD |
|
|
+144.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.46 |
5.00 |
| 6M High / 6M Low: |
7.46 |
3.61 |
| High (YTD): |
8/1/2024 |
7.46 |
| Low (YTD): |
1/19/2024 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.78% |
| Volatility 6M: |
|
120.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
