Morgan Stanley Call 2.1 AMS 20.09.2024
/ DE000ME5CWD2
Morgan Stanley Call 2.1 AMS 20.09.../ DE000ME5CWD2 /
| 2024-06-20 12:00:13 PM |
Chg.-0.003 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
2.10 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME5CWD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.10 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.92 |
| Parity: |
-0.82 |
| Time value: |
0.11 |
| Break-even: |
2.32 |
| Moneyness: |
0.63 |
| Premium: |
0.67 |
| Premium p.a.: |
6.70 |
| Spread abs.: |
0.01 |
| Spread %: |
7.00% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
3.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-26.72% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-86.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.099 |
| 1M High / 1M Low: |
0.135 |
0.099 |
| 6M High / 6M Low: |
0.790 |
0.080 |
| High (YTD): |
2024-01-24 |
0.790 |
| Low (YTD): |
2024-04-23 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.97% |
| Volatility 6M: |
|
145.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
