Morgan Stanley Call 67.5 NDAQ 20.12.2024
/ DE000ME7HNB0
Morgan Stanley Call 67.5 NDAQ 20..../ DE000ME7HNB0 /
| 26/09/2024 18:26:43 |
Chg.- |
Bid17:42:17 |
Ask17:42:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
0.670
Bid Size: 50,000 |
0.680
Ask Size: 50,000 |
Nasdaq Inc |
67.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME7HNB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.21 |
| Break-even: |
66.99 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
7.24 |
| Rho: |
0.09 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+317.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.650 |
| 1M High / 1M Low: |
0.810 |
0.550 |
| 6M High / 6M Low: |
0.810 |
0.132 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.63% |
| Volatility 6M: |
|
187.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
