Morgan Stanley Call 42.5 G1A 20.12.2024
/ DE000ME5YSS2
Morgan Stanley Call 42.5 G1A 20.1.../ DE000ME5YSS2 /
| 01/11/2024 17:17:10 |
Chg.+0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
42.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YSS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.11 |
| Break-even: |
46.60 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
8.20 |
| Rho: |
0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+146.75% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.360 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
0.600 |
0.129 |
| High (YTD): |
17/10/2024 |
0.600 |
| Low (YTD): |
06/08/2024 |
0.129 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.87% |
| Volatility 6M: |
|
144.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
