Morgan Stanley Call 130 CFR 20.12.2024
/ DE000ME5YBS8
Morgan Stanley Call 130 CFR 20.12.../ DE000ME5YBS8 /
| 2024-05-27 12:38:52 PM |
Chg.+0.02 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+1.03% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
130.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME5YBS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
1.22 |
| Time value: |
0.73 |
| Break-even: |
150.53 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
5.50 |
| Rho: |
0.50 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+68.38% |
| 3 Months |
|
|
+3.68% |
| YTD |
|
|
+131.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.86 |
| 1M High / 1M Low: |
2.10 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-14 |
2.86 |
| Low (YTD): |
2024-01-17 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
