Morgan Stanley Call 75 BNR 20.09.2024
/ DE000ME25ZC2
Morgan Stanley Call 75 BNR 20.09..../ DE000ME25ZC2 /
| 16/07/2024 08:35:35 |
Chg.-0.005 |
Bid10:38:17 |
Ask10:38:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-7.94% |
0.064
Bid Size: 125,000 |
0.072
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME25ZC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
85.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-1.17 |
| Time value: |
0.07 |
| Break-even: |
75.74 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
19.35% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
13.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-30.12% |
| 3 Months |
|
|
-89.82% |
| YTD |
|
|
-95.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.063 |
| 1M High / 1M Low: |
0.085 |
0.062 |
| 6M High / 6M Low: |
1.450 |
0.062 |
| High (YTD): |
01/03/2024 |
1.450 |
| Low (YTD): |
01/07/2024 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.42% |
| Volatility 6M: |
|
137.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
