Morgan Stanley Call 300 Tencent Holdings Ltd 20.09.2024
/ DE000ME54PP5
Morgan Stanley Call 300 Tencent H.../ DE000ME54PP5 /
| 2024-06-27 8:17:45 AM |
Chg.-0.020 |
Bid9:54:00 AM |
Ask9:54:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-2.04% |
0.940
Bid Size: 125,000 |
0.950
Ask Size: 125,000 |
- |
300.00 HKD |
2024-09-20 |
Call |
Master data
| WKN: |
ME54PP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 HKD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.95 |
| Time value: |
0.05 |
| Break-even: |
45.97 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.43% |
| 1 Month |
|
|
-1.03% |
| 3 Months |
|
|
+182.35% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.980 |
| 1M High / 1M Low: |
1.070 |
0.830 |
| 6M High / 6M Low: |
1.250 |
0.188 |
| High (YTD): |
2024-05-16 |
1.250 |
| Low (YTD): |
2024-03-05 |
0.188 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
1,633.858 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.45% |
| Volatility 6M: |
|
170.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
