Morgan Stanley Call 67.5 BSN 20.12.2024
/ DE000ME5YAJ9
Morgan Stanley Call 67.5 BSN 20.1.../ DE000ME5YAJ9 /
| 20/09/2024 18:58:00 |
Chg.-0.005 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
67.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YAJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.30 |
| Time value: |
0.12 |
| Break-even: |
68.71 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
1.68% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
18.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.118 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.115 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.61% |
| 1 Month |
|
|
+134.04% |
| 3 Months |
|
|
+59.42% |
| YTD |
|
|
-14.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.110 |
| 1M High / 1M Low: |
0.184 |
0.044 |
| 6M High / 6M Low: |
0.184 |
0.033 |
| High (YTD): |
29/01/2024 |
0.217 |
| Low (YTD): |
09/07/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.56% |
| Volatility 6M: |
|
223.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
