Morgan Stanley Call 4 TNE5 20.12.2024
/ DE000ME8F540
Morgan Stanley Call 4 TNE5 20.12..../ DE000ME8F540 /
| 6/7/2024 5:50:14 PM |
Chg.-0.060 |
Bid8:16:56 PM |
Ask8:16:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-11.32% |
0.460
Bid Size: 3,750 |
0.470
Ask Size: 3,750 |
TELEFONICA INH. ... |
4.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME8F54 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.11 |
| Break-even: |
4.53 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
7.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
+6.82% |
| 3 Months |
|
|
+100.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.400 |
| 1M High / 1M Low: |
0.530 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
