Morgan Stanley Call 55 NDAQ 20.12.../  DE000ME6NCY5  /

Stuttgart
8/16/2024  8:21:37 PM Chg.0.00 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.44EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 55.00 USD 12/20/2024 Call
 

Master data

WKN: ME6NCY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 12/20/2024
Issue date: 1/9/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.34
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 1.34
Time value: 0.13
Break-even: 64.57
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.90
Theta: -0.01
Omega: 3.90
Rho: 0.15
 

Quote data

Open: 1.47
High: 1.47
Low: 1.42
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+60.00%
3 Months  
+56.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.32
1M High / 1M Low: 1.48 0.88
6M High / 6M Low: 1.48 0.53
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   0.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.55%
Volatility 6M:   111.24%
Volatility 1Y:   -
Volatility 3Y:   -