Morgan Stanley Call 99 NDA 20.09.2024
/ DE000ME2S5M3
Morgan Stanley Call 99 NDA 20.09..../ DE000ME2S5M3 /
| 7/18/2024 11:18:42 AM |
Chg.+0.002 |
Bid1:02:04 PM |
Ask1:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+3.85% |
0.053
Bid Size: 50,000 |
0.078
Ask Size: 50,000 |
AURUBIS AG |
99.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2S5M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
99.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
93.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
-2.34 |
| Time value: |
0.08 |
| Break-even: |
99.81 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.03 |
| Spread %: |
55.77% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
10.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-8.47% |
| 3 Months |
|
|
-61.43% |
| YTD |
|
|
-87.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.052 |
| 1M High / 1M Low: |
0.072 |
0.052 |
| 6M High / 6M Low: |
0.290 |
0.052 |
| High (YTD): |
1/2/2024 |
0.380 |
| Low (YTD): |
7/17/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.58% |
| Volatility 6M: |
|
158.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
