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: |
|
- |
