Morgan Stanley Call 87.5 BIDU 20.12.2024
/ DE000ME7HA71
Morgan Stanley Call 87.5 BIDU 20..../ DE000ME7HA71 /
15/08/2024 18:49:09 |
Chg.+0.040 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
Baidu Inc |
87.50 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME7HA7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 USD |
Maturity: |
20/12/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
22.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.33 |
Parity: |
-0.32 |
Time value: |
0.34 |
Break-even: |
82.86 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
10.09 |
Rho: |
0.11 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-46.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.320 |
1M High / 1M Low: |
0.490 |
0.310 |
6M High / 6M Low: |
0.690 |
0.310 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.393 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.534 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.14% |
Volatility 6M: |
|
80.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |