Morgan Stanley Call 100 OMC 20.12.2024
/ DE000ME9H3E1
Morgan Stanley Call 100 OMC 20.12.../ DE000ME9H3E1 /
| 31/05/2024 17:53:32 |
Chg.-0.020 |
Bid21:25:11 |
Ask21:25:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-2.86% |
0.740
Bid Size: 25,000 |
0.800
Ask Size: 25,000 |
Omnicom Group Inc |
100.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9H3E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Omnicom Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-1.71 |
| Time value: |
0.73 |
| Break-even: |
95.97 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
8.60 |
| Rho: |
0.15 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-36.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.700 |
| 1M High / 1M Low: |
1.230 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
