Morgan Stanley Call 5 AEGOF 20.09.2024
/ DE000ME1CRZ4
Morgan Stanley Call 5 AEGOF 20.09.../ DE000ME1CRZ4 /
| 20/05/2024 18:02:37 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Aegon Ltd. |
5.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME1CRZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Aegon Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
21/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.22 |
| Parity: |
0.95 |
| Time value: |
0.45 |
| Break-even: |
6.40 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.21 |
| Rho: |
0.01 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+48.96% |
| 3 Months |
|
|
+197.92% |
| YTD |
|
|
+123.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.43 |
0.96 |
| 6M High / 6M Low: |
1.43 |
0.43 |
| High (YTD): |
20/05/2024 |
1.43 |
| Low (YTD): |
04/03/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.76% |
| Volatility 6M: |
|
105.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
