Morgan Stanley Call 400 Orsted A/S 20.12.2024
/ DE000ME5Z0C3
Morgan Stanley Call 400 Orsted A/.../ DE000ME5Z0C3 /
10/15/2024 8:56:41 PM |
Chg.-0.080 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-9.76% |
- Bid Size: - |
- Ask Size: - |
- |
400.00 DKK |
12/20/2024 |
Call |
Master data
WKN: |
ME5Z0C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 DKK |
Maturity: |
12/20/2024 |
Issue date: |
12/28/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.58 |
Historic volatility: |
0.46 |
Parity: |
0.51 |
Time value: |
0.35 |
Break-even: |
62.21 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.06 |
Spread %: |
7.50% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
4.77 |
Rho: |
0.06 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.730 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.85% |
1 Month |
|
|
-27.45% |
3 Months |
|
|
-9.76% |
YTD |
|
|
-38.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.820 |
1M High / 1M Low: |
1.010 |
0.600 |
6M High / 6M Low: |
1.510 |
0.490 |
High (YTD): |
5/8/2024 |
1.510 |
Low (YTD): |
8/22/2024 |
0.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.913 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.68% |
Volatility 6M: |
|
147.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |