Morgan Stanley Call 7675 CAC 40 20.06.2025
/ DE000ME83Q36
Morgan Stanley Call 7675 CAC 40 2.../ DE000ME83Q36 /
23/01/2025 17:13:35 |
Chg.- |
Bid09:19:17 |
Ask09:19:17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
- |
2.03 Bid Size: 100,000 |
2.04 Ask Size: 100,000 |
- |
7,675.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
ME83Q3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,675.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
02/02/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
200:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
24.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.09 |
Historic volatility: |
0.13 |
Parity: |
0.81 |
Time value: |
0.81 |
Break-even: |
7,999.00 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.62% |
Delta: |
0.73 |
Theta: |
-0.90 |
Omega: |
17.58 |
Rho: |
21.78 |
Quote data
Open: |
1.67 |
High: |
1.81 |
Low: |
1.67 |
Previous Close: |
1.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.07% |
1 Month |
|
|
+217.54% |
3 Months |
|
|
+47.15% |
YTD |
|
|
+187.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.35 |
1M High / 1M Low: |
1.81 |
0.53 |
6M High / 6M Low: |
2.13 |
0.44 |
High (YTD): |
23/01/2025 |
1.81 |
Low (YTD): |
03/01/2025 |
0.53 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.37% |
Volatility 6M: |
|
182.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |