Morgan Stanley Call 260 CDNS 20.09.2024
/ DE000ME2N935
Morgan Stanley Call 260 CDNS 20.0.../ DE000ME2N935 /
| 09/07/2024 17:20:00 |
Chg.-0.33 |
Bid20:41:00 |
Ask20:41:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.62EUR |
-5.55% |
5.69
Bid Size: 10,000 |
5.73
Ask Size: 10,000 |
Cadence Design Syste... |
260.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME2N93 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
5.30 |
| Time value: |
0.58 |
| Break-even: |
298.86 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
4.34 |
| Rho: |
0.39 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.62 |
| Previous Close: |
5.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
-3.10% |
| YTD |
|
|
+46.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.16 |
5.70 |
| 1M High / 1M Low: |
6.97 |
4.15 |
| 6M High / 6M Low: |
7.46 |
2.80 |
| High (YTD): |
21/03/2024 |
7.46 |
| Low (YTD): |
05/01/2024 |
2.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.70% |
| Volatility 6M: |
|
136.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
