Morgan Stanley Call 425 Orsted A/S 20.12.2024
/ DE000ME5Z0D1
Morgan Stanley Call 425 Orsted A/.../ DE000ME5Z0D1 /
| 2024-07-12 2:21:47 PM |
Chg.+0.030 |
Bid3:42:38 PM |
Ask3:42:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+3.70% |
0.850
Bid Size: 25,000 |
0.900
Ask Size: 25,000 |
- |
425.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Z0D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.55 |
| Parity: |
-0.21 |
| Time value: |
0.90 |
| Break-even: |
65.97 |
| Moneyness: |
0.96 |
| Premium: |
0.20 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
3.46 |
| Rho: |
0.10 |
Quote data
| Open: |
0.830 |
| High: |
0.840 |
| Low: |
0.830 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+6.33% |
| 3 Months |
|
|
-23.64% |
| YTD |
|
|
-21.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.680 |
| 1M High / 1M Low: |
0.810 |
0.590 |
| 6M High / 6M Low: |
1.320 |
0.590 |
| High (YTD): |
2024-05-08 |
1.320 |
| Low (YTD): |
2024-06-28 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.58% |
| Volatility 6M: |
|
106.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
