Morgan Stanley Call 450 Orsted A/S 20.12.2024
/ DE000ME5Z0E9
Morgan Stanley Call 450 Orsted A/.../ DE000ME5Z0E9 /
| 2024-07-12 2:21:47 PM |
Chg.+0.030 |
Bid4:33:32 PM |
Ask4:33:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+4.48% |
0.720
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
- |
450.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Z0E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 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: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.55 |
| Parity: |
-0.54 |
| Time value: |
0.76 |
| Break-even: |
67.92 |
| Moneyness: |
0.91 |
| Premium: |
0.24 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.09 |
| Spread %: |
13.43% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
3.70 |
| Rho: |
0.09 |
Quote data
| Open: |
0.690 |
| High: |
0.700 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-27.08% |
| YTD |
|
|
-27.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.570 |
| 1M High / 1M Low: |
0.670 |
0.500 |
| 6M High / 6M Low: |
1.150 |
0.500 |
| High (YTD): |
2024-05-08 |
1.150 |
| Low (YTD): |
2024-07-02 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.04% |
| Volatility 6M: |
|
106.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
