Morgan Stanley Call 95 OMC 20.12.2024
/ DE000ME9H3B7
Morgan Stanley Call 95 OMC 20.12..../ DE000ME9H3B7 /
| 31/05/2024 17:53:32 |
Chg.-0.02 |
Bid18:24:49 |
Ask18:24:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-1.98% |
0.99
Bid Size: 25,000 |
1.05
Ask Size: 25,000 |
Omnicom Group Inc |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9H3B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Omnicom Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.79 |
| Time value: |
1.05 |
| Break-even: |
92.96 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
7.70 |
| Rho: |
0.20 |
Quote data
| Open: |
0.96 |
| High: |
0.99 |
| Low: |
0.96 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.56% |
| 1 Month |
|
|
-32.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.01 |
| 1M High / 1M Low: |
1.71 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
