Morgan Stanley Call 7675 CAC 40 20.06.2025
/ DE000ME83Q36
Morgan Stanley Call 7675 CAC 40 2.../ DE000ME83Q36 /
| 24/01/2025 10:29:38 |
Chg.+0.29 |
Bid13:59:03 |
Ask13:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+16.02% |
2.04
Bid Size: 100,000 |
2.05
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: |
20.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.13 |
| Parity: |
1.09 |
| Time value: |
0.83 |
| Break-even: |
8,059.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.74 |
| Theta: |
-0.97 |
| Omega: |
15.23 |
| Rho: |
22.01 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+268.42% |
| 3 Months |
|
|
+70.73% |
| YTD |
|
|
+233.33% |
| 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: |
|
- |