Morgan Stanley Call 600 Orsted A/S 20.12.2024
/ DE000ME8SZ78
Morgan Stanley Call 600 Orsted A/.../ DE000ME8SZ78 /
| 2024-06-21 10:30:18 AM |
Chg.0.000 |
Bid11:12:59 AM |
Ask11:12:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.360
Bid Size: 100,000 |
0.410
Ask Size: 100,000 |
- |
600.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
ME8SZ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.55 |
| Parity: |
-2.86 |
| Time value: |
0.42 |
| Break-even: |
84.64 |
| Moneyness: |
0.64 |
| Premium: |
0.63 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.06 |
| Spread %: |
16.67% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
3.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.230 |
| 1M High / 1M Low: |
0.400 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
