Morgan Stanley Call 375 Orsted A/S 20.12.2024
/ DE000ME5Z0B5
Morgan Stanley Call 375 Orsted A/.../ DE000ME5Z0B5 /
| 2024-07-12 2:21:47 PM |
Chg.+0.03 |
Bid4:22:55 PM |
Ask4:22:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+2.54% |
1.25
Bid Size: 25,000 |
1.30
Ask Size: 25,000 |
- |
375.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Z0B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.55 |
| Parity: |
0.46 |
| Time value: |
0.81 |
| Break-even: |
62.96 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.09 |
| Spread %: |
7.63% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
2.92 |
| Rho: |
0.11 |
Quote data
| Open: |
1.20 |
| High: |
1.21 |
| Low: |
1.20 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
+5.22% |
| 3 Months |
|
|
-16.55% |
| YTD |
|
|
-9.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.99 |
| 1M High / 1M Low: |
1.18 |
0.86 |
| 6M High / 6M Low: |
1.72 |
0.86 |
| High (YTD): |
2024-05-08 |
1.72 |
| Low (YTD): |
2024-06-28 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.88% |
| Volatility 6M: |
|
98.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
