Morgan Stanley Call 45 COHR 20.12.2024
/ DE000ME6ESF9
Morgan Stanley Call 45 COHR 20.12.../ DE000ME6ESF9 /
| 2024-06-06 8:29:15 PM |
Chg.- |
Bid9:04:28 AM |
Ask9:04:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
- |
2.23
Bid Size: 5,000 |
2.25
Ask Size: 5,000 |
Coherent Corp |
45.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME6ESF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Coherent Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.58 |
| Parity: |
2.00 |
| Time value: |
0.31 |
| Break-even: |
64.48 |
| Moneyness: |
1.48 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.31 |
| Rho: |
0.16 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.25 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.45% |
| 1 Month |
|
|
+54.11% |
| 3 Months |
|
|
-1.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.42 |
| 1M High / 1M Low: |
2.42 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
