Morgan Stanley Call 75 FIS 20.12.2024
/ DE000ME65NE0
Morgan Stanley Call 75 FIS 20.12..../ DE000ME65NE0 /
06/09/2024 20:56:06 |
Chg.-0.070 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-7.95% |
- Bid Size: - |
- Ask Size: - |
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: |
8.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
0.57 |
Time value: |
0.28 |
Break-even: |
76.16 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
3.66% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
6.38 |
Rho: |
0.13 |
Quote data
Open: |
0.860 |
High: |
0.900 |
Low: |
0.810 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.71% |
1 Month |
|
|
+35.00% |
3 Months |
|
|
+8.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.810 |
1M High / 1M Low: |
0.920 |
0.560 |
6M High / 6M Low: |
0.920 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.652 |
Avg. volume 6M: |
|
466.586 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.17% |
Volatility 6M: |
|
122.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |