Morgan Stanley Call 550 Orsted A/S 20.12.2024
/ DE000ME6NML1
Morgan Stanley Call 550 Orsted A/.../ DE000ME6NML1 /
| 09/08/2024 14:14:57 |
Chg.0.000 |
Bid15:00:54 |
Ask15:00:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.330
Bid Size: 40,000 |
0.380
Ask Size: 40,000 |
- |
550.00 DKK |
20/12/2024 |
Call |
Master data
| WKN: |
ME6NML |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 DKK |
| Maturity: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.56 |
| Parity: |
-1.88 |
| Time value: |
0.39 |
| Break-even: |
77.61 |
| Moneyness: |
0.74 |
| Premium: |
0.41 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.06 |
| Spread %: |
18.18% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
4.52 |
| Rho: |
0.05 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
-52.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.290 |
| 6M High / 6M Low: |
0.720 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.38% |
| Volatility 6M: |
|
112.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
