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: |
|
- |