Morgan Stanley Call 105 NDA 20.09.../  DE000ME3VL09  /

Stuttgart
2024-07-29  10:34:32 AM Chg.+0.002 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.034EUR +6.25% 0.034
Bid Size: 25,000
0.059
Ask Size: 25,000
AURUBIS AG 105.00 EUR 2024-09-20 Call
 

Master data

WKN: ME3VL0
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-17
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 116.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.32
Parity: -3.37
Time value: 0.06
Break-even: 105.61
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 13.89
Spread abs.: 0.03
Spread %: 90.63%
Delta: 0.08
Theta: -0.03
Omega: 9.62
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month
  -37.04%
3 Months
  -60.92%
YTD
  -90.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.032
1M High / 1M Low: 0.058 0.032
6M High / 6M Low: 0.280 0.032
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-07-26 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.74%
Volatility 6M:   155.54%
Volatility 1Y:   -
Volatility 3Y:   -