Morgan Stanley Call 21.5 VBK 20.12.2024
/ DE000ME76RD0
Morgan Stanley Call 21.5 VBK 20.1.../ DE000ME76RD0 /
| 2024-06-04 6:06:18 PM |
Chg.-0.120 |
Bid8:12:20 PM |
Ask8:12:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-20.69% |
0.470
Bid Size: 15,000 |
0.520
Ask Size: 15,000 |
VERBIO SE INH O.N. |
21.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME76RD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.54 |
| Parity: |
0.15 |
| Time value: |
0.47 |
| Break-even: |
27.70 |
| Moneyness: |
1.07 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
2.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.580 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
