Morgan Stanley Call 99 NDA 20.09.2024
/ DE000ME2S5M3
Morgan Stanley Call 99 NDA 20.09..../ DE000ME2S5M3 /
| 16/08/2024 17:11:32 |
Chg.+0.002 |
Bid18:13:55 |
Ask18:13:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+8.33% |
0.025
Bid Size: 7,500 |
0.054
Ask Size: 7,500 |
AURUBIS AG |
99.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2S5M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
99.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
123.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.33 |
| Parity: |
-3.37 |
| Time value: |
0.05 |
| Break-even: |
99.53 |
| Moneyness: |
0.66 |
| Premium: |
0.52 |
| Premium p.a.: |
79.42 |
| Spread abs.: |
0.03 |
| Spread %: |
120.83% |
| Delta: |
0.08 |
| Theta: |
-0.04 |
| Omega: |
9.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-54.39% |
| 3 Months |
|
|
-77.39% |
| YTD |
|
|
-93.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.024 |
| 1M High / 1M Low: |
0.057 |
0.001 |
| 6M High / 6M Low: |
0.232 |
0.001 |
| High (YTD): |
02/01/2024 |
0.380 |
| Low (YTD): |
05/08/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7,446.98% |
| Volatility 6M: |
|
3,072.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
