Morgan Stanley Call 85 NEM 20.09.2024
/ DE000ME10D62
Morgan Stanley Call 85 NEM 20.09..../ DE000ME10D62 /
| 16/08/2024 11:27:37 |
Chg.+0.050 |
Bid11:50:32 |
Ask11:50:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+7.14% |
0.740
Bid Size: 50,000 |
0.790
Ask Size: 50,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.47 |
| Time value: |
0.31 |
| Break-even: |
92.70 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.06 |
| Spread %: |
8.45% |
| Delta: |
0.68 |
| Theta: |
-0.07 |
| Omega: |
7.96 |
| Rho: |
0.05 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
-36.44% |
| 3 Months |
|
|
-19.35% |
| YTD |
|
|
-31.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.560 |
| 1M High / 1M Low: |
1.180 |
0.500 |
| 6M High / 6M Low: |
1.650 |
0.500 |
| High (YTD): |
09/02/2024 |
1.850 |
| Low (YTD): |
05/08/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.050 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.01% |
| Volatility 6M: |
|
187.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
