Morgan Stanley Call 95 CHD 21.06.2024
/ DE000MD9S1N5
Morgan Stanley Call 95 CHD 21.06..../ DE000MD9S1N5 /
| 31/05/2024 20:45:53 |
Chg.- |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Church and Dwight Co... |
95.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MD9S1N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/10/2022 |
| Last trading day: |
03/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.41 |
| Time value: |
0.77 |
| Break-even: |
106.80 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
6.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.62 |
| Theta: |
-0.34 |
| Omega: |
5.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.93 |
| High: |
1.03 |
| Low: |
0.93 |
| Previous Close: |
0.94 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.65% |
| 3 Months |
|
|
-5.50% |
| YTD |
|
|
+98.08% |
| 1 Year |
|
|
+27.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
1.03 |
| 1M High / 1M Low: |
1.22 |
0.86 |
| 6M High / 6M Low: |
1.29 |
0.40 |
| High (YTD): |
30/04/2024 |
1.29 |
| Low (YTD): |
05/01/2024 |
0.51 |
| 52W High: |
30/04/2024 |
1.29 |
| 52W Low: |
03/11/2023 |
0.35 |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.52% |
| Volatility 6M: |
|
127.28% |
| Volatility 1Y: |
|
118.27% |
| Volatility 3Y: |
|
- |
