Morgan Stanley Call 72.5 EVD 20.12.2024
/ DE000ME5Y6U3
Morgan Stanley Call 72.5 EVD 20.1.../ DE000ME5Y6U3 /
| 2024-06-04 11:22:51 AM |
Chg.-0.10 |
Bid1:30:43 PM |
Ask1:30:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-8.70% |
1.10
Bid Size: 50,000 |
1.15
Ask Size: 50,000 |
CTS EVENTIM KGAA |
72.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME5Y6U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.60 |
| Time value: |
0.60 |
| Break-even: |
84.50 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
4.35% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.56 |
| Rho: |
0.23 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.05 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.95% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+56.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.15 |
| 1M High / 1M Low: |
1.72 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
1.78 |
| Low (YTD): |
2024-01-23 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
