Morgan Stanley Call 122 NEM 20.12.2024
/ DE000ME9AYQ6
Morgan Stanley Call 122 NEM 20.12.../ DE000ME9AYQ6 /
| 5/22/2024 8:22:47 AM |
Chg.+0.010 |
Bid10:09:36 AM |
Ask10:09:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+3.13% |
0.310
Bid Size: 50,000 |
0.370
Ask Size: 50,000 |
NEMETSCHEK SE O.N. |
122.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME9AYQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-3.13 |
| Time value: |
0.37 |
| Break-even: |
125.70 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
6.06 |
| Rho: |
0.11 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
0.320 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
