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

Stuttgart
11/12/2024  5:35:42 PM Chg.-0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.690EUR -5.48% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 75.00 USD 12/20/2024 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: 12/20/2024
Issue date: 1/2/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.92
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.61
Time value: 0.09
Break-even: 77.34
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.83
Theta: -0.03
Omega: 9.08
Rho: 0.06
 

Quote data

Open: 0.670
High: 0.690
Low: 0.670
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+130.00%
1 Month  
+76.92%
3 Months  
+68.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.300
1M High / 1M Low: 0.730 0.224
6M High / 6M Low: 0.730 0.162
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.51%
Volatility 6M:   201.03%
Volatility 1Y:   -
Volatility 3Y:   -