Morgan Stanley Call 500 Orsted A/S 20.12.2024
/ DE000ME5Z0G4
Morgan Stanley Call 500 Orsted A/.../ DE000ME5Z0G4 /
| 2024-07-25 8:22:01 AM |
Chg.-0.010 |
Bid11:10:02 AM |
Ask11:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.430
Bid Size: 100,000 |
0.480
Ask Size: 100,000 |
- |
500.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Z0G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 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: |
11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
-1.47 |
| Time value: |
0.47 |
| Break-even: |
71.70 |
| Moneyness: |
0.78 |
| Premium: |
0.37 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
4.17 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.13% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-35.94% |
| YTD |
|
|
-47.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
0.500 |
0.370 |
| 6M High / 6M Low: |
0.890 |
0.370 |
| High (YTD): |
2024-05-08 |
0.890 |
| Low (YTD): |
2024-07-17 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.83% |
| Volatility 6M: |
|
105.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
