Morgan Stanley Call 7475 CAC 40 20.06.2025
/ DE000ME83PV2
Morgan Stanley Call 7475 CAC 40 2.../ DE000ME83PV2 /
| 23/01/2025 17:13:37 |
Chg.- |
Bid09:30:59 |
Ask09:30:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
- |
2.77
Bid Size: 100,000 |
2.78
Ask Size: 100,000 |
- |
7,475.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
ME83PV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,475.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.13 |
| Parity: |
1.81 |
| Time value: |
0.48 |
| Break-even: |
7,933.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.92 |
| Theta: |
-0.68 |
| Omega: |
15.76 |
| Rho: |
27.41 |
Quote data
| Open: |
2.34 |
| High: |
2.50 |
| Low: |
2.34 |
| Previous Close: |
2.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.87% |
| 1 Month |
|
|
+171.74% |
| 3 Months |
|
|
+44.51% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
1.94 |
| 1M High / 1M Low: |
2.50 |
0.88 |
| 6M High / 6M Low: |
2.77 |
0.72 |
| High (YTD): |
23/01/2025 |
2.50 |
| Low (YTD): |
03/01/2025 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.89% |
| Volatility 6M: |
|
160.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |