Morgan Stanley Call 107.5 SY1 20.12.2024
/ DE000ME5RKY1
Morgan Stanley Call 107.5 SY1 20..../ DE000ME5RKY1 /
| 2024-06-05 12:09:24 PM |
Chg.+0.030 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.570
Bid Size: 80,000 |
0.580
Ask Size: 80,000 |
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: |
19.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.21 |
| Parity: |
0.32 |
| Time value: |
0.25 |
| Break-even: |
113.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
16.73 |
| Rho: |
0.49 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.560 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.91% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
+103.57% |
| YTD |
|
|
+62.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.460 |
| 1M High / 1M Low: |
0.540 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
0.560 |
| Low (YTD): |
2024-01-23 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
