Morgan Stanley Call 97 NDA 20.09.2024
/ DE000ME2S5L5
Morgan Stanley Call 97 NDA 20.09..../ DE000ME2S5L5 /
| 7/12/2024 9:08:07 PM |
Chg.+0.001 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+1.45% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
97.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2S5L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
80.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-1.80 |
| Time value: |
0.10 |
| Break-even: |
97.98 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
0.03 |
| Spread %: |
42.03% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
11.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.072 |
| High: |
0.075 |
| Low: |
0.070 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+4.48% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-84.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.069 |
| 1M High / 1M Low: |
0.080 |
0.062 |
| 6M High / 6M Low: |
0.340 |
0.056 |
| High (YTD): |
1/2/2024 |
0.400 |
| Low (YTD): |
5/8/2024 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.24% |
| Volatility 6M: |
|
165.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
