Morgan Stanley Call 40 DSY 20.12.2024
/ DE000ME89CR5
Morgan Stanley Call 40 DSY 20.12..../ DE000ME89CR5 /
| 13/09/2024 08:04:38 |
Chg.0.000 |
Bid09:17:26 |
Ask09:17:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
0.00% |
0.125
Bid Size: 150,000 |
0.139
Ask Size: 150,000 |
Dassault Systemes SE |
40.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME89CR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.42 |
| Time value: |
0.14 |
| Break-even: |
41.42 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
13.60% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
8.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.125 |
| High: |
0.125 |
| Low: |
0.125 |
| Previous Close: |
0.125 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.23% |
| 1 Month |
|
|
+45.35% |
| 3 Months |
|
|
-35.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.073 |
| 1M High / 1M Low: |
0.125 |
0.069 |
| 6M High / 6M Low: |
0.720 |
0.069 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.76% |
| Volatility 6M: |
|
160.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
