Morgan Stanley Call 17.5 NDX1 20.09.2024
/ DE000ME10CF6
Morgan Stanley Call 17.5 NDX1 20..../ DE000ME10CF6 /
| 5/28/2024 10:17:23 AM |
Chg.- |
Bid10:52:05 AM |
Ask10:52:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
0.730
Bid Size: 30,000 |
0.750
Ask Size: 30,000 |
NORDEX SE O.N. |
17.50 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
-2.94 |
| Time value: |
0.81 |
| Break-even: |
18.31 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
5.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.44% |
| 1 Month |
|
|
+49.12% |
| 3 Months |
|
|
+28.79% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.710 |
| 1M High / 1M Low: |
1.070 |
0.560 |
| 6M High / 6M Low: |
1.080 |
0.390 |
| High (YTD): |
5/14/2024 |
1.070 |
| Low (YTD): |
3/19/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.65% |
| Volatility 6M: |
|
118.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
