Morgan Stanley Call 290 Tencent Holdings Ltd 20.12.2024
/ DE000ME5YQL1
Morgan Stanley Call 290 Tencent H.../ DE000ME5YQL1 /
| 7/26/2024 8:21:41 AM |
Chg.+0.030 |
Bid9:19:58 AM |
Ask9:19:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+3.57% |
0.880
Bid Size: 125,000 |
0.890
Ask Size: 125,000 |
- |
290.00 HKD |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YQL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 HKD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.85 |
| Time value: |
0.10 |
| Break-even: |
43.76 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.01 |
| Rho: |
0.12 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.840 |
| 1M High / 1M Low: |
1.310 |
0.840 |
| 6M High / 6M Low: |
1.430 |
0.290 |
| High (YTD): |
5/16/2024 |
1.430 |
| Low (YTD): |
3/5/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.64% |
| Volatility 6M: |
|
130.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
