Morgan Stanley Call 95 OMC 20.12.2024
/ DE000ME9H3B7
Morgan Stanley Call 95 OMC 20.12..../ DE000ME9H3B7 /
| 2024-06-03 6:41:20 PM |
Chg.-0.040 |
Bid7:55:38 PM |
Ask7:55:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
0.960
Bid Size: 25,000 |
1.020
Ask Size: 25,000 |
Omnicom Group Inc |
95.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.38 |
| Time value: |
1.26 |
| Break-even: |
93.84 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.07 |
| Spread %: |
5.88% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
7.27 |
| Rho: |
0.22 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.03% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
-38.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.990 |
| 1M High / 1M Low: |
1.710 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
