Morgan Stanley Call 112.5 SQU 20.09.2024
/ DE000ME2CA63
Morgan Stanley Call 112.5 SQU 20..../ DE000ME2CA63 /
| 2024-05-24 6:35:21 PM |
Chg.+0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
112.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2CA6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.17 |
| Time value: |
0.47 |
| Break-even: |
118.80 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
6.78% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
11.28 |
| Rho: |
0.21 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.49% |
| 1 Month |
|
|
+3.51% |
| 3 Months |
|
|
-26.25% |
| YTD |
|
|
-32.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.580 |
| 1M High / 1M Low: |
0.840 |
0.490 |
| 6M High / 6M Low: |
1.140 |
0.490 |
| High (YTD): |
2024-02-07 |
1.140 |
| Low (YTD): |
2024-04-29 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.74% |
| Volatility 6M: |
|
124.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
