Morgan Stanley Call 57.5 K 20.12.2024
/ DE000ME1VGG7
Morgan Stanley Call 57.5 K 20.12..../ DE000ME1VGG7 /
| 2024-05-13 8:44:52 AM |
Chg.-0.010 |
Bid2:02:16 PM |
Ask2:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-1.54% |
0.630
Bid Size: 5,000 |
0.660
Ask Size: 5,000 |
Kellanova Co |
57.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME1VGG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.40 |
| Time value: |
0.27 |
| Break-even: |
60.09 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.48 |
| Rho: |
0.22 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.75% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+128.57% |
| YTD |
|
|
+56.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.530 |
| 1M High / 1M Low: |
0.700 |
0.340 |
| 6M High / 6M Low: |
0.700 |
0.260 |
| High (YTD): |
2024-05-08 |
0.700 |
| Low (YTD): |
2024-03-14 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.64% |
| Volatility 6M: |
|
158.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
