Morgan Stanley Call 92.5 BNR 20.12.2024
/ DE000ME5YC05
Morgan Stanley Call 92.5 BNR 20.1.../ DE000ME5YC05 /
| 2024-07-30 2:24:30 PM |
Chg.+0.003 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
+4.29% |
0.073
Bid Size: 25,000 |
0.077
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
92.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YC0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
80.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-2.68 |
| Time value: |
0.08 |
| Break-even: |
93.32 |
| Moneyness: |
0.71 |
| Premium: |
0.42 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.01 |
| Spread %: |
17.14% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
9.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.073 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.82% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-66.51% |
| YTD |
|
|
-89.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.070 |
| 1M High / 1M Low: |
0.074 |
0.069 |
| 6M High / 6M Low: |
0.650 |
0.060 |
| High (YTD): |
2024-02-29 |
0.650 |
| Low (YTD): |
2024-06-10 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.15% |
| Volatility 6M: |
|
124.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
