Morgan Stanley Call 375 Orsted A/S 20.12.2024
/ DE000ME5Z0B5
Morgan Stanley Call 375 Orsted A/.../ DE000ME5Z0B5 /
| 15/10/2024 20:56:41 |
Chg.-0.090 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-8.41% |
-
Bid Size: - |
-
Ask Size: - |
- |
375.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
ME5Z0B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.46 |
| Parity: |
0.85 |
| Time value: |
0.26 |
| Break-even: |
61.36 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
5.71% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.09 |
| Rho: |
0.06 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.980 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.78% |
| 1 Month |
|
|
-23.44% |
| 3 Months |
|
|
-2.00% |
| YTD |
|
|
-26.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.07 |
| 1M High / 1M Low: |
1.27 |
0.83 |
| 6M High / 6M Low: |
1.72 |
0.64 |
| High (YTD): |
08/05/2024 |
1.72 |
| Low (YTD): |
22/08/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.25% |
| Volatility 6M: |
|
131.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
