Morgan Stanley Call 31.5 VBK 20.12.2024
/ DE000ME5YD20
Morgan Stanley Call 31.5 VBK 20.1.../ DE000ME5YD20 /
| 17/05/2024 14:53:30 |
Chg.-0.030 |
Bid16:21:04 |
Ask16:21:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-12.50% |
0.216
Bid Size: 40,000 |
0.250
Ask Size: 40,000 |
VERBIO SE INH O.N. |
31.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YD2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.53 |
| Parity: |
-1.01 |
| Time value: |
0.28 |
| Break-even: |
34.30 |
| Moneyness: |
0.68 |
| Premium: |
0.60 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
3.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+0.48% |
| 3 Months |
|
|
+8.25% |
| YTD |
|
|
-70.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.249 |
0.203 |
| 1M High / 1M Low: |
0.249 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.670 |
| Low (YTD): |
14/03/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
