Morgan Stanley Call 40 DSY 20.12.2024
/ DE000ME89CR5
Morgan Stanley Call 40 DSY 20.12..../ DE000ME89CR5 /
10/15/2024 8:03:56 AM |
Chg.0.000 |
Bid9:55:52 AM |
Ask9:55:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
0.00% |
0.064 Bid Size: 50,000 |
0.078 Ask Size: 50,000 |
Dassault Systemes SE |
40.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-0.58 |
Time value: |
0.08 |
Break-even: |
40.80 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.66 |
Spread abs.: |
0.01 |
Spread %: |
21.21% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
10.05 |
Rho: |
0.01 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
-49.23% |
3 Months |
|
|
-48.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.074 |
0.063 |
1M High / 1M Low: |
0.129 |
0.063 |
6M High / 6M Low: |
0.410 |
0.063 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.067 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.38% |
Volatility 6M: |
|
174.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |