Morgan Stanley Call 450 Orsted A/.../  DE000ME5Z0E9  /

Stuttgart
9/13/2024  8:12:42 PM Chg.+0.120 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.620EUR +24.00% -
Bid Size: -
-
Ask Size: -
- 450.00 DKK 12/20/2024 Call
 

Master data

WKN: ME5Z0E
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 450.00 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: 10.19
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.49
Parity: -0.32
Time value: 0.56
Break-even: 65.90
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.71
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.50
Theta: -0.04
Omega: 5.07
Rho: 0.06
 

Quote data

Open: 0.500
High: 0.620
Low: 0.500
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.91%
1 Month
  -4.62%
3 Months  
+6.90%
YTD
  -35.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.380
1M High / 1M Low: 0.650 0.270
6M High / 6M Low: 1.150 0.270
High (YTD): 5/8/2024 1.150
Low (YTD): 9/3/2024 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.18%
Volatility 6M:   139.17%
Volatility 1Y:   -
Volatility 3Y:   -