Morgan Stanley Call 92.5 BNR 20.12.2024
/ DE000ME5YC05
Morgan Stanley Call 92.5 BNR 20.1.../ DE000ME5YC05 /
| 6/27/2024 11:23:04 AM |
Chg.-0.002 |
Bid1:06:00 PM |
Ask1:06:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-2.60% |
0.075
Bid Size: 125,000 |
0.084
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
92.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
-2.84 |
| Time value: |
0.09 |
| Break-even: |
93.38 |
| Moneyness: |
0.69 |
| Premium: |
0.46 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.01 |
| Spread %: |
15.79% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
8.58 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-1.32% |
| 3 Months |
|
|
-74.14% |
| YTD |
|
|
-88.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.076 |
| 1M High / 1M Low: |
0.092 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/29/2024 |
0.650 |
| Low (YTD): |
6/10/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
