Morgan Stanley Call 77.5 CTSH 20..../  DE000ME2CY40  /

Stuttgart
2024-06-03  6:24:16 PM Chg.+0.006 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
0.057EUR +11.76% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 77.50 USD 2024-09-20 Call
 

Master data

WKN: ME2CY4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.05
Time value: 0.08
Break-even: 72.25
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 25.37%
Delta: 0.18
Theta: -0.01
Omega: 13.17
Rho: 0.03
 

Quote data

Open: 0.069
High: 0.069
Low: 0.057
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.71%
1 Month
  -45.71%
3 Months
  -91.49%
YTD
  -90.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.051
1M High / 1M Low: 0.145 0.051
6M High / 6M Low: 0.770 0.051
High (YTD): 2024-02-26 0.770
Low (YTD): 2024-05-31 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.28%
Volatility 6M:   175.04%
Volatility 1Y:   -
Volatility 3Y:   -