Morgan Stanley Call 77.5 CTSH 20.12.2024
/ DE000ME6HMV2
Morgan Stanley Call 77.5 CTSH 20..../ DE000ME6HMV2 /
| 05/09/2024 20:57:57 |
Chg.0.000 |
Bid20:59:58 |
Ask20:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.400
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
Cognizant Technology... |
77.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6HMV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.02 |
| Time value: |
0.44 |
| Break-even: |
74.34 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
8.74 |
| Rho: |
0.10 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
+173.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.400 |
| 1M High / 1M Low: |
0.430 |
0.310 |
| 6M High / 6M Low: |
0.850 |
0.123 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.99% |
| Volatility 6M: |
|
165.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
