Morgan Stanley Call 95 SQU 20.09.2024
/ DE000ME2BHL5
Morgan Stanley Call 95 SQU 20.09..../ DE000ME2BHL5 /
| 17/06/2024 18:21:06 |
Chg.0.00 |
Bid18:24:20 |
Ask18:24:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
0.00% |
5.29
Bid Size: 200 |
-
Ask Size: - |
VINCI S.A. INH. EO... |
95.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2BHL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.16 |
| Parity: |
3.14 |
| Time value: |
1.93 |
| Break-even: |
100.07 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.09 |
| Spread %: |
-1.74% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
14.42 |
| Rho: |
0.18 |
Quote data
| Open: |
5.03 |
| High: |
5.27 |
| Low: |
5.03 |
| Previous Close: |
5.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.20% |
| 1 Month |
|
|
-44.00% |
| 3 Months |
|
|
-40.92% |
| YTD |
|
|
-34.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.55 |
5.27 |
| 1M High / 1M Low: |
9.49 |
5.27 |
| 6M High / 6M Low: |
9.56 |
5.27 |
| High (YTD): |
15/05/2024 |
9.56 |
| Low (YTD): |
14/06/2024 |
5.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.32% |
| Volatility 6M: |
|
46.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
