Morgan Stanley Call 550 3HM 17.01.2025
/ DE000ME2NBV2
Morgan Stanley Call 550 3HM 17.01.../ DE000ME2NBV2 /
| 2024-12-12 8:12:04 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MSCI INC. A D... |
550.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
ME2NBV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MSCI INC. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.26 |
| Parity: |
0.34 |
| Time value: |
0.60 |
| Break-even: |
644.00 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
14.86 |
| Spread abs.: |
0.05 |
| Spread %: |
5.62% |
| Delta: |
0.64 |
| Theta: |
-2.86 |
| Omega: |
3.95 |
| Rho: |
0.10 |
Quote data
| Open: |
0.830 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.85% |
| 3 Months |
|
|
+58.18% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+27.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.870 |
0.670 |
| 6M High / 6M Low: |
0.870 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
2024-01-31 |
1.050 |
| 52W Low: |
2024-06-19 |
0.172 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.499 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
174.12% |
| Volatility 6M: |
|
181.43% |
| Volatility 1Y: |
|
173.39% |
| Volatility 3Y: |
|
- |
