Morgan Stanley Call 107.5 SY1 20.12.2024
/ DE000ME5RKY1
Morgan Stanley Call 107.5 SY1 20..../ DE000ME5RKY1 /
| 2024-10-31 5:29:49 PM |
Chg.-0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
107.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME5RKY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.16 |
| Break-even: |
113.10 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
14.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.490 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
-43.82% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.550 |
| 6M High / 6M Low: |
0.890 |
0.320 |
| High (YTD): |
2024-09-30 |
0.890 |
| Low (YTD): |
2024-01-23 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.12% |
| Volatility 6M: |
|
80.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
