Morgan Stanley Call 95 BNR 20.12.2024
/ DE000ME5YC13
Morgan Stanley Call 95 BNR 20.12..../ DE000ME5YC13 /
9/5/2024 6:48:55 PM |
Chg.-0.004 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
95.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
ME5YC1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/28/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
82.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.19 |
Parity: |
-2.83 |
Time value: |
0.08 |
Break-even: |
95.81 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
2.48 |
Spread abs.: |
0.02 |
Spread %: |
30.65% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
9.05 |
Rho: |
0.02 |
Quote data
Open: |
0.062 |
High: |
0.065 |
Low: |
0.060 |
Previous Close: |
0.064 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-11.76% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.060 |
1M High / 1M Low: |
0.067 |
0.059 |
6M High / 6M Low: |
0.480 |
0.058 |
High (YTD): |
2/29/2024 |
0.590 |
Low (YTD): |
6/10/2024 |
0.058 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.134 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.18% |
Volatility 6M: |
|
119.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |