Morgan Stanley Call 42.5 G1A 20.09.2024
/ DE000ME10ZE0
Morgan Stanley Call 42.5 G1A 20.0.../ DE000ME10ZE0 /
| 2024-05-21 11:18:35 AM |
Chg.-0.004 |
Bid4:03:01 PM |
Ask4:03:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-4.26% |
0.089
Bid Size: 100,000 |
0.099
Ask Size: 100,000 |
GEA GROUP AG |
42.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10ZE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.46 |
| Time value: |
0.11 |
| Break-even: |
43.55 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
11.70% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
10.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.094 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.090 |
| 1M High / 1M Low: |
0.117 |
0.090 |
| 6M High / 6M Low: |
0.195 |
0.087 |
| High (YTD): |
2024-01-02 |
0.183 |
| Low (YTD): |
2024-04-18 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.76% |
| Volatility 6M: |
|
105.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
