Morgan Stanley Call 57 BSN 20.09.2024
/ DE000ME109Y0
Morgan Stanley Call 57 BSN 20.09..../ DE000ME109Y0 /
| 03/06/2024 20:01:17 |
Chg.-0.010 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
57.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME109Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
0.21 |
| Time value: |
0.19 |
| Break-even: |
61.00 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
10.30 |
| Rho: |
0.11 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
-15.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.480 |
0.360 |
| 6M High / 6M Low: |
0.660 |
0.228 |
| High (YTD): |
16/01/2024 |
0.660 |
| Low (YTD): |
10/04/2024 |
0.228 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.12% |
| Volatility 6M: |
|
111.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
