Morgan Stanley Call 10 VVU 20.09..../  DE000ME1AB08  /

Stuttgart
7/31/2024  12:03:19 PM Chg.0.000 Bid1:39:22 PM Ask1:39:22 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.290
Bid Size: 50,000
0.300
Ask Size: 50,000
VIVENDI SE INH. E... 10.00 EUR 9/20/2024 Call
 

Master data

WKN: ME1AB0
Issuer: Morgan Stanley
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 9/20/2024
Issue date: 9/28/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 32.92
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.12
Time value: 0.30
Break-even: 10.30
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.48
Theta: 0.00
Omega: 15.86
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+16.47%
3 Months     0.00%
YTD
  -25.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.290
1M High / 1M Low: 0.730 0.290
6M High / 6M Low: 0.730 0.223
High (YTD): 7/16/2024 0.730
Low (YTD): 6/14/2024 0.223
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   145.455
Avg. price 6M:   0.386
Avg. volume 6M:   25.197
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.88%
Volatility 6M:   154.60%
Volatility 1Y:   -
Volatility 3Y:   -