Morgan Stanley Call 49 SHL 20.12.2024
/ DE000ME515X0
Morgan Stanley Call 49 SHL 20.12..../ DE000ME515X0 /
| 14/11/2024 17:51:35 |
Chg.- |
Bid10:05:38 |
Ask10:05:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
- |
1.93
Bid Size: 17,500 |
1.96
Ask Size: 17,500 |
SIEMENS HEALTH.AG NA... |
49.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME515X |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
24.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
1.18 |
| Time value: |
0.90 |
| Break-even: |
51.08 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
5.05% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
16.13 |
| Rho: |
0.03 |
Quote data
| Open: |
1.87 |
| High: |
2.02 |
| Low: |
1.87 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.46% |
| 1 Month |
|
|
-33.77% |
| 3 Months |
|
|
-31.29% |
| YTD |
|
|
-34.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
1.96 |
| 1M High / 1M Low: |
3.43 |
1.40 |
| 6M High / 6M Low: |
3.84 |
1.40 |
| High (YTD): |
07/03/2024 |
3.89 |
| Low (YTD): |
31/10/2024 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.03% |
| Volatility 6M: |
|
169.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
