Morgan Stanley Call 27.5 VBK 20.09.2024
/ DE000ME5YWC8
Morgan Stanley Call 27.5 VBK 20.0.../ DE000ME5YWC8 /
| 2024-06-14 8:22:42 AM |
Chg.+0.001 |
Bid12:15:20 PM |
Ask12:15:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
+0.78% |
0.125
Bid Size: 40,000 |
0.155
Ask Size: 40,000 |
VERBIO SE INH O.N. |
27.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME5YWC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.54 |
| Parity: |
-0.76 |
| Time value: |
0.16 |
| Break-even: |
29.11 |
| Moneyness: |
0.72 |
| Premium: |
0.46 |
| Premium p.a.: |
3.13 |
| Spread abs.: |
0.03 |
| Spread %: |
25.78% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.128 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.57% |
| 1 Month |
|
|
-31.75% |
| 3 Months |
|
|
+74.32% |
| YTD |
|
|
-83.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.128 |
| 1M High / 1M Low: |
0.204 |
0.128 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.730 |
| Low (YTD): |
2024-03-14 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
