Morgan Stanley Call 62.5 NDA 20.09.2024
/ DE000ME7HJ31
Morgan Stanley Call 62.5 NDA 20.0.../ DE000ME7HJ31 /
| 2024-07-26 6:28:05 PM |
Chg.-0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-2.83% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
62.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME7HJ3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.89 |
| Time value: |
0.18 |
| Break-even: |
73.10 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
5.45 |
| Rho: |
0.07 |
Quote data
| Open: |
1.05 |
| High: |
1.07 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.56% |
| 1 Month |
|
|
-20.16% |
| 3 Months |
|
|
-31.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.98 |
| 1M High / 1M Low: |
1.81 |
0.98 |
| 6M High / 6M Low: |
1.98 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.91% |
| Volatility 6M: |
|
149.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
