Morgan Stanley Call 52 SHL 20.09.2024
/ DE000ME1AD14
Morgan Stanley Call 52 SHL 20.09..../ DE000ME1AD14 /
| 7/9/2024 9:27:32 PM |
Chg.+0.03 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+1.22% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
52.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME1AD1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.20 |
| Parity: |
1.42 |
| Time value: |
1.10 |
| Break-even: |
54.52 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
2.86% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
14.88 |
| Rho: |
0.07 |
Quote data
| Open: |
2.77 |
| High: |
2.77 |
| Low: |
2.48 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
-21.27% |
| 3 Months |
|
|
-10.47% |
| YTD |
|
|
-0.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.36 |
| 1M High / 1M Low: |
3.17 |
2.13 |
| 6M High / 6M Low: |
3.50 |
1.88 |
| High (YTD): |
3/7/2024 |
3.50 |
| Low (YTD): |
4/18/2024 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
1.57 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.88% |
| Volatility 6M: |
|
102.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
