Morgan Stanley Call 75 CTSH 20.12.../  DE000ME66B59  /

Stuttgart
2024-07-31  11:03:48 AM Chg.+0.040 Bid12:43:28 PM Ask12:43:28 PM Underlying Strike price Expiration date Option type
0.620EUR +6.90% 0.620
Bid Size: 1,000
0.650
Ask Size: 1,000
Cognizant Technology... 75.00 USD 2024-12-20 Call
 

Master data

WKN: ME66B5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.08
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.08
Time value: 0.53
Break-even: 75.44
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.59
Theta: -0.02
Omega: 6.77
Rho: 0.14
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.78%
1 Month  
+138.46%
3 Months  
+93.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.450
1M High / 1M Low: 0.610 0.217
6M High / 6M Low: 1.080 0.162
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.517
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.87%
Volatility 6M:   150.18%
Volatility 1Y:   -
Volatility 3Y:   -