Morgan Stanley Call 27.5 VBK 20.12.2024
/ DE000ME5YCU2
Morgan Stanley Call 27.5 VBK 20.1.../ DE000ME5YCU2 /
23/08/2024 20:29:38 |
Chg.+0.004 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
+6.15% |
- Bid Size: - |
- Ask Size: - |
VERBIO SE INH O.N. |
27.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME5YCU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.55 |
Parity: |
-0.91 |
Time value: |
0.12 |
Break-even: |
28.71 |
Moneyness: |
0.67 |
Premium: |
0.56 |
Premium p.a.: |
2.93 |
Spread abs.: |
0.05 |
Spread %: |
77.94% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
4.27 |
Rho: |
0.01 |
Quote data
Open: |
0.071 |
High: |
0.078 |
Low: |
0.069 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.00% |
1 Month |
|
|
-31.68% |
3 Months |
|
|
-62.90% |
YTD |
|
|
-92.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.107 |
0.065 |
1M High / 1M Low: |
0.107 |
0.065 |
6M High / 6M Low: |
0.340 |
0.065 |
High (YTD): |
02/01/2024 |
0.840 |
Low (YTD): |
22/08/2024 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.167 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.20% |
Volatility 6M: |
|
157.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |