Morgan Stanley Call 52.5 SAX 20.12.2024
/ DE000ME7H5W0
Morgan Stanley Call 52.5 SAX 20.1.../ DE000ME7H5W0 /
| 2024-07-25 4:14:00 PM |
Chg.-0.11 |
Bid5:04:07 PM |
Ask5:04:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-8.09% |
1.27
Bid Size: 5,000 |
1.30
Ask Size: 5,000 |
STROEER SE + CO. KGA... |
52.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME7H5W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
0.36 |
| Break-even: |
66.50 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.14 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.25 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+12.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.36 |
| 1M High / 1M Low: |
1.44 |
1.18 |
| 6M High / 6M Low: |
1.70 |
0.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.64% |
| Volatility 6M: |
|
95.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
