Morgan Stanley Call 106 NEM 20.09.../  DE000ME9AYE2  /

Stuttgart
7/26/2024  6:59:50 PM Chg.-0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.093EUR -5.10% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 106.00 EUR 9/20/2024 Call
 

Master data

WKN: ME9AYE
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 106.00 EUR
Maturity: 9/20/2024
Issue date: 2/27/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -2.00
Time value: 0.14
Break-even: 107.35
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 3.23
Spread abs.: 0.04
Spread %: 46.74%
Delta: 0.17
Theta: -0.04
Omega: 10.68
Rho: 0.02
 

Quote data

Open: 0.089
High: 0.097
Low: 0.089
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.01%
1 Month
  -70.00%
3 Months
  -64.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.096
1M High / 1M Low: 0.320 0.096
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -