Morgan Stanley Call 104 HEN3 20.06.2025
/ DE000ME2Z2Z3
Morgan Stanley Call 104 HEN3 20.0.../ DE000ME2Z2Z3 /
| 14/05/2024 10:39:53 |
Chg.+0.004 |
Bid14:02:32 |
Ask14:02:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
+3.42% |
0.127
Bid Size: 100,000 |
0.137
Ask Size: 100,000 |
HENKEL AG+CO.KGAA VZ... |
104.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
ME2Z2Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
104.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
63.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
-2.22 |
| Time value: |
0.13 |
| Break-even: |
105.29 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
10.26% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
10.78 |
| Rho: |
0.14 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.117 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.54% |
| 1 Month |
|
|
+70.42% |
| 3 Months |
|
|
-35.64% |
| YTD |
|
|
-20.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.117 |
| 1M High / 1M Low: |
0.146 |
0.070 |
| 6M High / 6M Low: |
0.280 |
0.049 |
| High (YTD): |
11/01/2024 |
0.237 |
| Low (YTD): |
21/03/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.21% |
| Volatility 6M: |
|
161.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
