Morgan Stanley Call 72.5 CTSH 20..../  DE000ME2CY32  /

Stuttgart
8/2/2024  6:08:45 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.370EUR - -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 72.50 USD 9/20/2024 Call
 

Master data

WKN: ME2CY3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 72.50 USD
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.84
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.14
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.14
Time value: 0.22
Break-even: 70.05
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.62
Theta: -0.03
Omega: 11.66
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.390
Low: 0.370
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month  
+112.64%
3 Months  
+85.93%
YTD
  -56.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.370
1M High / 1M Low: 0.610 0.136
6M High / 6M Low: 1.080 0.091
High (YTD): 2/26/2024 1.080
Low (YTD): 6/14/2024 0.091
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.13%
Volatility 6M:   220.58%
Volatility 1Y:   -
Volatility 3Y:   -