Morgan Stanley Call 82 NDA 20.09.2024
/ DE000ME10DT5
Morgan Stanley Call 82 NDA 20.09..../ DE000ME10DT5 /
| 2024-07-26 6:59:59 PM |
Chg.-0.005 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
82.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10DT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
65.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.07 |
| Time value: |
0.11 |
| Break-even: |
83.09 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.03 |
| Spread %: |
36.25% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
13.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.086 |
| High: |
0.089 |
| Low: |
0.074 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.62% |
| 1 Month |
|
|
-58.55% |
| 3 Months |
|
|
-77.14% |
| YTD |
|
|
-89.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.080 |
| 1M High / 1M Low: |
0.370 |
0.080 |
| 6M High / 6M Low: |
0.560 |
0.080 |
| High (YTD): |
2024-01-02 |
0.690 |
| Low (YTD): |
2024-07-26 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.72% |
| Volatility 6M: |
|
260.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
