Morgan Stanley Call 85 NDA 20.09.2024
/ DE000ME10DW9
Morgan Stanley Call 85 NDA 20.09..../ DE000ME10DW9 /
| 09/07/2024 11:08:30 |
Chg.+0.010 |
Bid11:21:57 |
Ask11:21:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.230
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
AURUBIS AG |
85.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME10DW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-0.64 |
| Time value: |
0.27 |
| Break-even: |
87.70 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
10.32 |
| Rho: |
0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.04% |
| 1 Month |
|
|
+55.69% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
-62.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.187 |
| 1M High / 1M Low: |
0.260 |
0.130 |
| 6M High / 6M Low: |
0.520 |
0.108 |
| High (YTD): |
02/01/2024 |
0.600 |
| Low (YTD): |
12/03/2024 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.19% |
| Volatility 6M: |
|
249.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
