Morgan Stanley Call 90 OMC 20.12.2024
/ DE000ME9H395
Morgan Stanley Call 90 OMC 20.12..../ DE000ME9H395 /
| 2024-05-31 11:38:44 AM |
Chg.-0.05 |
Bid12:40:26 PM |
Ask12:40:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-3.47% |
1.39
Bid Size: 1,500 |
1.56
Ask Size: 1,500 |
Omnicom Group Inc |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9H39 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Omnicom Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
1.36 |
| Break-even: |
90.54 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.20% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.24 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.86% |
| 1 Month |
|
|
-30.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.44 |
| 1M High / 1M Low: |
2.31 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
