Morgan Stanley Call 4500 GVDBF 20.09.2024
/ DE000ME5G6M2
Morgan Stanley Call 4500 GVDBF 20.../ DE000ME5G6M2 /
| 7/16/2024 1:57:12 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Givaudan SA |
4,500.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME5G6M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,500.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
7/17/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-1.17 |
| Time value: |
0.72 |
| Break-even: |
4,572.00 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
0.38 |
| Theta: |
-1.27 |
| Omega: |
23.16 |
| Rho: |
2.10 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.18% |
| 3 Months |
|
|
+5.36% |
| YTD |
|
|
+63.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.010 |
0.590 |
| 6M High / 6M Low: |
1.340 |
0.290 |
| High (YTD): |
6/10/2024 |
1.340 |
| Low (YTD): |
1/24/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.67% |
| Volatility 6M: |
|
190.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
