Morgan Stanley Call 56 ERIC/B 20.09.2024
/ DE000ME27H85
Morgan Stanley Call 56 ERIC/B 20..../ DE000ME27H85 /
| 2024-06-07 5:20:51 PM |
Chg.-0.01 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
-
Bid Size: - |
-
Ask Size: - |
Ericsson, Telefonab.... |
56.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
ME27H8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.88 |
| Time value: |
0.18 |
| Break-even: |
5.98 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.01 |
Quote data
| Open: |
1.03 |
| High: |
1.05 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.96% |
| 1 Month |
|
|
+98.11% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
-5.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
1.03 |
| 1M High / 1M Low: |
1.06 |
0.51 |
| 6M High / 6M Low: |
1.12 |
0.34 |
| High (YTD): |
2024-01-15 |
1.12 |
| Low (YTD): |
2024-04-17 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.40% |
| Volatility 6M: |
|
134.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
