Morgan Stanley Call 107.5 APH 21.06.2024
/ DE000ME55602
Morgan Stanley Call 107.5 APH 21..../ DE000ME55602 /
| 10/05/2024 08:19:59 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Amphenol Corp |
107.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME5560 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Amphenol Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
10/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.16 |
| Parity: |
1.34 |
| Time value: |
0.70 |
| Break-even: |
127.90 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.44 |
| Omega: |
4.25 |
| Rho: |
0.02 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.59% |
| 3 Months |
|
|
+160.53% |
| YTD |
|
|
+607.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.98 |
1.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/05/2024 |
1.98 |
| Low (YTD): |
05/01/2024 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
