Morgan Stanley Call 17.5 NDX1 20.09.2024
/ DE000ME10CF6
Morgan Stanley Call 17.5 NDX1 20..../ DE000ME10CF6 /
| 04/06/2024 14:24:23 |
Chg.-0.060 |
Bid15:47:20 |
Ask15:47:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
0.700
Bid Size: 30,000 |
0.720
Ask Size: 30,000 |
NORDEX SE O.N. |
17.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME10CF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-2.82 |
| Time value: |
0.78 |
| Break-even: |
18.28 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
6.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.18% |
| 1 Month |
|
|
+3.08% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-1.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.650 |
| 1M High / 1M Low: |
1.070 |
0.620 |
| 6M High / 6M Low: |
1.080 |
0.390 |
| High (YTD): |
14/05/2024 |
1.070 |
| Low (YTD): |
19/03/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.47% |
| Volatility 6M: |
|
106.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
