Morgan Stanley Call 21.5 VBK 20.09.2024
/ DE000ME76RC2
Morgan Stanley Call 21.5 VBK 20.0.../ DE000ME76RC2 /
| 2024-05-29 12:09:04 PM |
Chg.+0.020 |
Bid1:14:02 PM |
Ask1:14:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.360
Bid Size: 40,000 |
0.410
Ask Size: 40,000 |
VERBIO SE INH O.N. |
21.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME76RC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.54 |
| Parity: |
0.04 |
| Time value: |
0.35 |
| Break-even: |
25.40 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.250 |
| 1M High / 1M Low: |
0.430 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
