Morgan Stanley Call 57.5 BSN 20.09.2024
/ DE000ME15739
Morgan Stanley Call 57.5 BSN 20.0.../ DE000ME15739 /
| 5/31/2024 8:32:13 PM |
Chg.+0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
+3.86% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
57.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME1573 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.13 |
| Parity: |
1.62 |
| Time value: |
1.05 |
| Break-even: |
60.17 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.07 |
| Spread %: |
-2.55% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
17.29 |
| Rho: |
0.13 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.59 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.18% |
| 1 Month |
|
|
+17.47% |
| 3 Months |
|
|
+29.95% |
| YTD |
|
|
+12.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.45 |
| 1M High / 1M Low: |
3.06 |
2.27 |
| 6M High / 6M Low: |
3.17 |
1.59 |
| High (YTD): |
1/29/2024 |
3.17 |
| Low (YTD): |
4/10/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.08% |
| Volatility 6M: |
|
93.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
