Morgan Stanley Call 400 Orsted A/.../  DE000ME5Z0C3  /

Stuttgart
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:   -