Morgan Stanley Call 290 CDNS 20.0.../  DE000ME30SW5  /

Stuttgart
2024-06-20  4:57:38 PM Chg.-0.34 Bid6:17:13 PM Ask6:17:13 PM Underlying Strike price Expiration date Option type
6.42EUR -5.03% 6.20
Bid Size: 25,000
6.33
Ask Size: 25,000
Cadence Design Syste... 290.00 USD 2025-06-20 Call
 

Master data

WKN: ME30SW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 5.36
Intrinsic value: 3.40
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 3.40
Time value: 3.48
Break-even: 338.64
Moneyness: 1.13
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 1.62%
Delta: 0.72
Theta: -0.07
Omega: 3.19
Rho: 1.51
 

Quote data

Open: 6.79
High: 6.79
Low: 6.42
Previous Close: 6.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.18%
1 Month  
+49.65%
3 Months
  -0.16%
YTD  
+57.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.76 5.17
1M High / 1M Low: 6.76 3.54
6M High / 6M Low: 7.32 3.17
High (YTD): 2024-03-21 7.32
Low (YTD): 2024-01-05 3.17
52W High: - -
52W Low: - -
Avg. price 1W:   6.07
Avg. volume 1W:   7
Avg. price 1M:   4.68
Avg. volume 1M:   11.61
Avg. price 6M:   4.94
Avg. volume 6M:   26.14
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.22%
Volatility 6M:   110.07%
Volatility 1Y:   -
Volatility 3Y:   -