Morgan Stanley Call 72.5 CTSH 20.12.2024
/ DE000ME6NHM9
Morgan Stanley Call 72.5 CTSH 20..../ DE000ME6NHM9 /
| 13/11/2024 08:22:54 |
Chg.-0.030 |
Bid08:45:02 |
Ask08:45:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-3.26% |
0.890
Bid Size: 3,750 |
0.920
Ask Size: 3,750 |
Cognizant Technology... |
72.50 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.84 |
| Time value: |
0.08 |
| Break-even: |
77.19 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
7.27 |
| Rho: |
0.06 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.99% |
| 1 Month |
|
|
+64.81% |
| 3 Months |
|
|
+61.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.690 |
| 1M High / 1M Low: |
0.920 |
0.380 |
| 6M High / 6M Low: |
0.920 |
0.208 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.39% |
| Volatility 6M: |
|
180.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
