Morgan Stanley Call 67.5 EVD 20.09.2024
/ DE000ME10X84
Morgan Stanley Call 67.5 EVD 20.0.../ DE000ME10X84 /
| 5/28/2024 10:17:39 AM |
Chg.- |
Bid9:23:13 AM |
Ask9:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
- |
1.84
Bid Size: 50,000 |
1.90
Ask Size: 50,000 |
CTS EVENTIM KGAA |
67.50 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME10X8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
1.69 |
| Time value: |
0.34 |
| Break-even: |
87.70 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.59% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.47 |
| Rho: |
0.16 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.77% |
| 1 Month |
|
|
+13.89% |
| 3 Months |
|
|
+83.04% |
| YTD |
|
|
+210.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.63 |
| 1M High / 1M Low: |
2.05 |
1.58 |
| 6M High / 6M Low: |
2.05 |
0.44 |
| High (YTD): |
5/28/2024 |
2.05 |
| Low (YTD): |
1/23/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.87% |
| Volatility 6M: |
|
122.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
