Morgan Stanley Call 67.5 TLX 20.12.2024
/ DE000ME5YFV3
Morgan Stanley Call 67.5 TLX 20.1.../ DE000ME5YFV3 /
09/09/2024 14:16:11 |
Chg.+0.03 |
Bid14:47:09 |
Ask14:47:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
+2.97% |
1.04 Bid Size: 50,000 |
1.06 Ask Size: 50,000 |
TALANX AG NA O.N. |
67.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME5YFV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
TALANX AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.79 |
Time value: |
0.24 |
Break-even: |
77.70 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.00% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
5.81 |
Rho: |
0.14 |
Quote data
Open: |
1.00 |
High: |
1.06 |
Low: |
1.00 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.61% |
1 Month |
|
|
+188.89% |
3 Months |
|
|
-11.11% |
YTD |
|
|
+19.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.01 |
1M High / 1M Low: |
1.31 |
0.36 |
6M High / 6M Low: |
1.31 |
0.28 |
High (YTD): |
02/09/2024 |
1.31 |
Low (YTD): |
06/08/2024 |
0.28 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.02 |
Avg. volume 1M: |
|
338.57 |
Avg. price 6M: |
|
0.85 |
Avg. volume 6M: |
|
55.98 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.96% |
Volatility 6M: |
|
167.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |