Morgan Stanley Call 80 BSN 20.09.2024
/ DE000ME2ZH28
Morgan Stanley Call 80 BSN 20.09..../ DE000ME2ZH28 /
| 2024-06-14 4:23:27 PM |
Chg.+0.002 |
Bid5:35:20 PM |
Ask5:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+20.00% |
0.010
Bid Size: 3,750 |
-
Ask Size: - |
DANONE S.A. EO -,25 |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME2ZH2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
149.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.13 |
| Parity: |
-2.02 |
| Time value: |
0.04 |
| Break-even: |
80.40 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.03 |
| Spread %: |
300.00% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
12.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.012 |
| Low: |
0.011 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.010 |
| 1M High / 1M Low: |
0.016 |
0.010 |
| 6M High / 6M Low: |
0.036 |
0.008 |
| High (YTD): |
2024-01-19 |
0.036 |
| Low (YTD): |
2024-02-22 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.66% |
| Volatility 6M: |
|
166.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
