Morgan Stanley Call 5.75 TUI1 20.12.2024
/ DE000ME88WU9
Morgan Stanley Call 5.75 TUI1 20..../ DE000ME88WU9 /
| 14/11/2024 14:03:24 |
Chg.+0.09 |
Bid16:02:15 |
Ask16:02:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
+4.81% |
1.95
Bid Size: 125,000 |
1.97
Ask Size: 125,000 |
TUI AG |
5.75 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME88WU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.75 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.39 |
| Parity: |
1.80 |
| Time value: |
0.10 |
| Break-even: |
7.65 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.00 |
Quote data
| Open: |
1.86 |
| High: |
1.96 |
| Low: |
1.86 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
+49.62% |
| 3 Months |
|
|
+243.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.87 |
| 1M High / 1M Low: |
2.28 |
1.31 |
| 6M High / 6M Low: |
2.28 |
0.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
56.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.74% |
| Volatility 6M: |
|
143.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
