Morgan Stanley Call 51 SHL 20.12.2024
/ DE000ME515Z5
Morgan Stanley Call 51 SHL 20.12..../ DE000ME515Z5 /
| 09/09/2024 17:54:42 |
Chg.-0.07 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
51.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME515Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
26.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.46 |
| Time value: |
1.89 |
| Break-even: |
52.89 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
5.00% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
13.96 |
| Rho: |
0.07 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.75 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.83% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
-48.83% |
| YTD |
|
|
-36.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.82 |
| 1M High / 1M Low: |
2.64 |
1.82 |
| 6M High / 6M Low: |
3.56 |
1.52 |
| High (YTD): |
07/03/2024 |
3.61 |
| Low (YTD): |
07/08/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.64% |
| Volatility 6M: |
|
96.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
