Morgan Stanley Call 76 NEM 20.09.2024
/ DE000ME1CH67
Morgan Stanley Call 76 NEM 20.09..../ DE000ME1CH67 /
| 2024-07-11 6:29:30 PM |
Chg.+0.11 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+5.91% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
76.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CH6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.30 |
| Parity: |
1.59 |
| Time value: |
0.37 |
| Break-even: |
95.50 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
2.63% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
3.79 |
| Rho: |
0.11 |
Quote data
| Open: |
1.92 |
| High: |
1.97 |
| Low: |
1.92 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.99% |
| 1 Month |
|
|
-7.94% |
| 3 Months |
|
|
+22.36% |
| YTD |
|
|
+29.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.82 |
| 1M High / 1M Low: |
2.19 |
1.67 |
| 6M High / 6M Low: |
2.47 |
1.04 |
| High (YTD): |
2024-02-09 |
2.47 |
| Low (YTD): |
2024-04-19 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
12.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.75% |
| Volatility 6M: |
|
140.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
