Morgan Stanley Call 78 NDA 20.09.2024
/ DE000ME15PJ9
Morgan Stanley Call 78 NDA 20.09..../ DE000ME15PJ9 /
| 2024-07-05 8:59:50 PM |
Chg.+0.060 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+12.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
78.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME15PJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
-0.03 |
| Time value: |
0.53 |
| Break-even: |
83.30 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
7.95 |
| Rho: |
0.08 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.65% |
| 1 Month |
|
|
+36.59% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
-40.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.420 |
| 1M High / 1M Low: |
0.560 |
0.260 |
| 6M High / 6M Low: |
0.770 |
0.141 |
| High (YTD): |
2024-01-02 |
0.830 |
| Low (YTD): |
2024-03-05 |
0.141 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.80% |
| Volatility 6M: |
|
242.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
