Morgan Stanley Call 72 NDA 20.09.2024
/ DE000ME5BMW5
Morgan Stanley Call 72 NDA 20.09..../ DE000ME5BMW5 /
| 2024-07-05 9:07:40 PM |
Chg.+0.080 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+9.20% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
72.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME5BMW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.69 |
| Time value: |
0.29 |
| Break-even: |
81.80 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
5.98 |
| Rho: |
0.10 |
Quote data
| Open: |
0.930 |
| High: |
0.980 |
| Low: |
0.930 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+31.94% |
| 3 Months |
|
|
+90.00% |
| YTD |
|
|
-24.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.770 |
| 1M High / 1M Low: |
0.950 |
0.490 |
| 6M High / 6M Low: |
1.180 |
0.197 |
| High (YTD): |
2024-05-20 |
1.180 |
| Low (YTD): |
2024-03-05 |
0.197 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.18% |
| Volatility 6M: |
|
200.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
