Morgan Stanley Call 75 GOB 20.12.2024
/ DE000ME5YNM6
Morgan Stanley Call 75 GOB 20.12..../ DE000ME5YNM6 /
| 12/11/2024 13:35:37 |
Chg.-0.04 |
Bid14:41:20 |
Ask14:41:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-2.78% |
1.40
Bid Size: 50,000 |
1.41
Ask Size: 50,000 |
ST GOBAIN ... |
75.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YNM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
1.41 |
| Time value: |
0.09 |
| Break-even: |
90.00 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
0.07 |
Quote data
| Open: |
1.38 |
| High: |
1.40 |
| Low: |
1.38 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.25% |
| 1 Month |
|
|
+52.17% |
| 3 Months |
|
|
+211.11% |
| YTD |
|
|
+241.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.02 |
| 1M High / 1M Low: |
1.44 |
0.77 |
| 6M High / 6M Low: |
1.44 |
0.43 |
| High (YTD): |
11/11/2024 |
1.44 |
| Low (YTD): |
23/01/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.55% |
| Volatility 6M: |
|
176.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
