Morgan Stanley Call 52.5 K 20.12.2024
/ DE000ME214D2
Morgan Stanley Call 52.5 K 20.12..../ DE000ME214D2 /
| 2024-05-28 10:46:45 AM |
Chg.-0.010 |
Bid12:42:11 PM |
Ask12:42:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-1.12% |
0.890
Bid Size: 5,000 |
0.920
Ask Size: 5,000 |
Kellanova Co |
52.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME214D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.14 |
| Break-even: |
57.64 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.49% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.23 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
+41.94% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
1.060 |
0.630 |
| 6M High / 6M Low: |
1.060 |
0.460 |
| High (YTD): |
2024-05-13 |
1.060 |
| Low (YTD): |
2024-02-09 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.669 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.97% |
| Volatility 6M: |
|
122.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
