Morgan Stanley Call 52.5 APH
/ DE000ME555Z1
Morgan Stanley Call 52.5 APH/ DE000ME555Z1 /
| 2024-06-21 2:09:29 PM |
Chg.-0.22 |
Bid4:12:39 PM |
Ask4:12:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
-7.10% |
2.93
Bid Size: 25,000 |
-
Ask Size: - |
Amphenol Corp |
52.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME555Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.21 |
| Implied volatility: |
4.18 |
| Historic volatility: |
0.16 |
| Parity: |
3.21 |
| Time value: |
0.11 |
| Break-even: |
65.45 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
23.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.92 |
| Theta: |
-1.06 |
| Omega: |
3.60 |
| Rho: |
0.00 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
2.88 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
+5.49% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
+700.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.99 |
| 1M High / 1M Low: |
3.32 |
2.30 |
| 6M High / 6M Low: |
3.32 |
0.19 |
| High (YTD): |
2024-06-19 |
3.32 |
| Low (YTD): |
2024-01-05 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.51% |
| Volatility 6M: |
|
188.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
