Morgan Stanley Call 52 SHL 20.12.2024
/ DE000ME51601
Morgan Stanley Call 52 SHL 20.12..../ DE000ME51601 /
| 2024-07-09 8:39:08 PM |
Chg.+0.04 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+1.49% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
52.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5160 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.20 |
| Parity: |
1.42 |
| Time value: |
1.33 |
| Break-even: |
54.75 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
2.61% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
14.82 |
| Rho: |
0.17 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.73 |
| Previous Close: |
2.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.73% |
| 1 Month |
|
|
-14.15% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
+5.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.63 |
| 1M High / 1M Low: |
3.19 |
2.43 |
| 6M High / 6M Low: |
3.45 |
2.14 |
| High (YTD): |
2024-03-07 |
3.45 |
| Low (YTD): |
2024-04-18 |
2.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.81% |
| Volatility 6M: |
|
78.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
