Morgan Stanley Call 475 Orsted A/.../  DE000ME5Z0F6  /

Stuttgart
2024-06-28  6:59:48 PM Chg.-0.040 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.440EUR -8.33% -
Bid Size: -
-
Ask Size: -
- 475.00 DKK 2024-12-20 Call
 

Master data

WKN: ME5Z0F
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 475.00 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: 9.46
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.55
Parity: -1.45
Time value: 0.52
Break-even: 68.89
Moneyness: 0.77
Premium: 0.40
Premium p.a.: 1.03
Spread abs.: 0.08
Spread %: 18.18%
Delta: 0.40
Theta: -0.03
Omega: 3.76
Rho: 0.07
 

Quote data

Open: 0.490
High: 0.490
Low: 0.440
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.81%
1 Month
  -29.03%
3 Months
  -42.11%
YTD
  -48.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.440
1M High / 1M Low: 0.620 0.440
6M High / 6M Low: 1.010 0.440
High (YTD): 2024-05-08 1.010
Low (YTD): 2024-06-28 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.746
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.89%
Volatility 6M:   105.57%
Volatility 1Y:   -
Volatility 3Y:   -