Morgan Stanley Call 75 FIS 20.12.2024
/ DE000ME65NE0
Morgan Stanley Call 75 FIS 20.12..../ DE000ME65NE0 /
14/11/2024 17:51:46 |
Chg.-0.01 |
Bid20:45:41 |
Ask20:45:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
-0.74% |
1.39 Bid Size: 400,000 |
1.40 Ask Size: 400,000 |
Fidelity National In... |
75.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME65NE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Fidelity National Information Services Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.31 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
1.31 |
Time value: |
0.07 |
Break-even: |
84.78 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.73% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
5.59 |
Rho: |
0.06 |
Quote data
Open: |
1.36 |
High: |
1.36 |
Low: |
1.34 |
Previous Close: |
1.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.64% |
1 Month |
|
|
+5.51% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.12 |
1M High / 1M Low: |
1.57 |
1.07 |
6M High / 6M Low: |
1.57 |
0.50 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.41 |
Avg. volume 1M: |
|
539.30 |
Avg. price 6M: |
|
0.87 |
Avg. volume 6M: |
|
212.36 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.77% |
Volatility 6M: |
|
120.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |