Morgan Stanley Call 114 VOW3 20.09.2024
/ DE000ME2HMY5
Morgan Stanley Call 114 VOW3 20.0.../ DE000ME2HMY5 /
| 03/06/2024 14:46:56 |
Chg.+0.020 |
Bid19:11:31 |
Ask19:11:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
0.420
Bid Size: 10,000 |
0.430
Ask Size: 10,000 |
VOLKSWAGEN AG VZO O.... |
114.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2HMY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.10 |
| Time value: |
0.36 |
| Break-even: |
118.60 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
15.52 |
| Rho: |
0.20 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+48.39% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
+48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.420 |
| 1M High / 1M Low: |
0.440 |
0.310 |
| 6M High / 6M Low: |
0.610 |
0.214 |
| High (YTD): |
04/04/2024 |
0.610 |
| Low (YTD): |
19/01/2024 |
0.214 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.90% |
| Volatility 6M: |
|
155.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
