Morgan Stanley Call 77.5 CTSH 20..../  DE000ME6HMV2  /

Stuttgart
31/07/2024  10:47:34 Chg.+0.050 Bid10:53:49 Ask10:53:49 Underlying Strike price Expiration date Option type
0.510EUR +10.87% 0.500
Bid Size: 1,000
0.530
Ask Size: 1,000
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: 14.31
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.16
Time value: 0.49
Break-even: 76.56
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.52
Theta: -0.02
Omega: 7.43
Rho: 0.12
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.71%
1 Month  
+144.02%
3 Months  
+96.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.350
1M High / 1M Low: 0.490 0.166
6M High / 6M Low: 0.930 0.123
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.46%
Volatility 6M:   162.11%
Volatility 1Y:   -
Volatility 3Y:   -