Morgan Stanley Call 35 VNA 20.12.2024
/ DE000ME0RMZ5
Morgan Stanley Call 35 VNA 20.12..../ DE000ME0RMZ5 /
| 6/13/2024 4:49:00 PM |
Chg.-0.001 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-1.64% |
0.061
Bid Size: 250,000 |
0.071
Ask Size: 250,000 |
VONOVIA SE NA O.N. |
35.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME0RMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/18/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
-0.80 |
| Time value: |
0.07 |
| Break-even: |
35.72 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
7.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.059 |
| High: |
0.060 |
| Low: |
0.059 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.48% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
-68.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.051 |
| 1M High / 1M Low: |
0.134 |
0.051 |
| 6M High / 6M Low: |
0.206 |
0.019 |
| High (YTD): |
1/2/2024 |
0.171 |
| Low (YTD): |
3/15/2024 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.58% |
| Volatility 6M: |
|
249.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
