Morgan Stanley Call 9875 CAC 40 20.06.2025
/ DE000ME83NH6
Morgan Stanley Call 9875 CAC 40 2.../ DE000ME83NH6 /
| 23/01/2025 17:13:21 |
Chg.- |
Bid08:01:55 |
Ask08:01:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
- |
0.040
Bid Size: 30,000 |
0.050
Ask Size: 30,000 |
- |
9,875.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
ME83NH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,875.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
851.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-10.19 |
| Time value: |
0.05 |
| Break-even: |
9,884.20 |
| Moneyness: |
0.79 |
| Premium: |
0.26 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
0.03 |
| Theta: |
-0.21 |
| Omega: |
24.13 |
| Rho: |
0.86 |
Quote data
| Open: |
0.037 |
| High: |
0.038 |
| Low: |
0.037 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
+15.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.035 |
| 1M High / 1M Low: |
0.038 |
0.031 |
| 6M High / 6M Low: |
0.078 |
0.030 |
| High (YTD): |
23/01/2025 |
0.038 |
| Low (YTD): |
14/01/2025 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.25% |
| Volatility 6M: |
|
94.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |