Morgan Stanley Call 23.5 ZAL 21.06.2024
/ DE000ME6LX79
Morgan Stanley Call 23.5 ZAL 21.0.../ DE000ME6LX79 /
| 2024-05-31 6:14:24 PM |
Chg.-0.04 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
23.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
ME6LX7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.48 |
| Parity: |
0.75 |
| Time value: |
0.50 |
| Break-even: |
24.75 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
4.17% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
13.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.01 |
| High: |
1.09 |
| Low: |
0.98 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.58% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.04 |
| 1M High / 1M Low: |
1.72 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
