OverviewChartNewsTraderScreen

Morgan Stanley Call 11 TME 20.12..../  DE000ME63U91  /

Stuttgart
11/09/2024  15:49:18 Chg.0.000 Bid17:57:52 Ask17:57:52 Underlying Strike price Expiration date Option type
0.540EUR 0.00% 0.530
Bid Size: 45,000		 0.590
Ask Size: 45,000		 Tencent Music Entert... 11.00 USD 20/12/2024 Call
 

Master data

WKN: ME63U9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Tencent Music Entertainment Group
Type: Warrant
Option type: Call
Strike price: 11.00 USD
Maturity: 20/12/2024
Issue date: 29/12/2023
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.36
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -1.23
Time value: 0.57
Break-even: 10.55
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.98
Spread abs.: 0.06
Spread %: 11.76%
Delta: 0.39
Theta: 0.00
Omega: 5.92
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.540
Low: 0.490
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.94%
1 Month
  -78.49%
3 Months
  -86.15%
YTD
  -54.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.540
1M High / 1M Low: 2.650 0.540
6M High / 6M Low: 4.770 0.540
High (YTD): 17/05/2024 4.770
Low (YTD): 10/09/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.931
Avg. volume 1M:   0.000
Avg. price 6M:   2.896
Avg. volume 6M:   1.875
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.73%
Volatility 6M:   163.32%
Volatility 1Y:   -
Volatility 3Y:   -