Morgan Stanley Call 475 Orsted A/S 20.12.2024
/ DE000ME5Z0F6
Morgan Stanley Call 475 Orsted A/.../ DE000ME5Z0F6 /
17/07/2024 13:47:37 |
Chg.+0.010 |
Bid14:34:34 |
Ask14:34:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+2.22% |
0.460 Bid Size: 25,000 |
0.510 Ask Size: 25,000 |
- |
475.00 DKK |
20/12/2024 |
Call |
Master data
WKN: |
ME5Z0F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 DKK |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.55 |
Parity: |
-1.22 |
Time value: |
0.52 |
Break-even: |
68.89 |
Moneyness: |
0.81 |
Premium: |
0.34 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.07 |
Spread %: |
15.56% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
4.03 |
Rho: |
0.07 |
Quote data
Open: |
0.430 |
High: |
0.460 |
Low: |
0.430 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
+4.55% |
3 Months |
|
|
-35.21% |
YTD |
|
|
-46.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.450 |
1M High / 1M Low: |
0.590 |
0.430 |
6M High / 6M Low: |
1.010 |
0.430 |
High (YTD): |
08/05/2024 |
1.010 |
Low (YTD): |
02/07/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.500 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.713 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.78% |
Volatility 6M: |
|
107.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |