Morgan Stanley Call 85 NEM 20.09.2024
/ DE000ME10D62
Morgan Stanley Call 85 NEM 20.09..../ DE000ME10D62 /
| 2024-06-28 9:09:42 PM |
Chg.-0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-7.52% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10D6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
0.69 |
| Time value: |
0.59 |
| Break-even: |
97.70 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
4.95 |
| Rho: |
0.11 |
Quote data
| Open: |
1.27 |
| High: |
1.28 |
| Low: |
1.23 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
+32.26% |
| 3 Months |
|
|
-13.99% |
| YTD |
|
|
+12.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.01 |
| 1M High / 1M Low: |
1.64 |
0.66 |
| 6M High / 6M Low: |
1.85 |
0.61 |
| High (YTD): |
2024-02-09 |
1.85 |
| Low (YTD): |
2024-05-02 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.76% |
| Volatility 6M: |
|
174.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
