Morgan Stanley Call 24 FNTN 20.12.2024
/ DE000ME86FM5
Morgan Stanley Call 24 FNTN 20.12.../ DE000ME86FM5 /
| 18/09/2024 10:52:40 |
Chg.+0.11 |
Bid13:25:21 |
Ask13:25:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+3.13% |
3.55
Bid Size: 15,000 |
3.61
Ask Size: 15,000 |
FREENET AG NA O.N. |
24.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME86FM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FREENET AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.96 |
| Time value: |
0.67 |
| Break-even: |
27.63 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
2.83% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
6.03 |
| Rho: |
0.05 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.67% |
| 1 Month |
|
|
+39.77% |
| 3 Months |
|
|
+40.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
3.00 |
| 1M High / 1M Low: |
3.56 |
2.29 |
| 6M High / 6M Low: |
3.73 |
1.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.79% |
| Volatility 6M: |
|
140.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
