Morgan Stanley Call 9500 CAC 40 21.03.2025
/ DE000ME840H5
Morgan Stanley Call 9500 CAC 40 2.../ DE000ME840H5 /
2024-06-10 3:51:22 PM |
Chg.-0.150 |
Bid8:23:17 PM |
Ask8:23:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-15.46% |
0.840 Bid Size: 200 |
1.040 Ask Size: 200 |
- |
9,500.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
ME840H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9,500.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-02 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
695.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
0.11 |
Parity: |
-149.82 |
Time value: |
1.15 |
Break-even: |
9,511.50 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.20 |
Spread %: |
21.05% |
Delta: |
0.04 |
Theta: |
-0.14 |
Omega: |
30.73 |
Rho: |
2.65 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.820 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.58% |
1 Month |
|
|
-47.44% |
3 Months |
|
|
-39.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.940 |
1M High / 1M Low: |
1.660 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |