Morgan Stanley Call 72.5 CTSH 20..../  DE000ME6NHM9  /

Stuttgart
2024-07-31  8:24:48 AM Chg.+0.070 Bid12:47:11 PM Ask12:47:11 PM Underlying Strike price Expiration date Option type
0.780EUR +9.86% 0.770
Bid Size: 1,000
0.800
Ask Size: 1,000
Cognizant Technology... 72.50 USD 2024-12-20 Call
 

Master data

WKN: ME6NHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 72.50 USD
Maturity: 2024-12-20
Issue date: 2024-01-09
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.35
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.31
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.31
Time value: 0.44
Break-even: 74.53
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.66
Theta: -0.02
Omega: 6.13
Rho: 0.15
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.20%
1 Month  
+122.86%
3 Months  
+95.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.590
1M High / 1M Low: 0.750 0.290
6M High / 6M Low: 1.240 0.208
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.65%
Volatility 6M:   142.54%
Volatility 1Y:   -
Volatility 3Y:   -