Morgan Stanley Call 115 SQU 20.09.../  DE000ME2CA71  /

Stuttgart
7/31/2024  6:28:55 PM Chg.- Bid11:31:36 AM Ask11:31:36 AM Underlying Strike price Expiration date Option type
0.074EUR - 0.063
Bid Size: 80,000
0.070
Ask Size: 80,000
VINCI S.A. INH. EO... 115.00 EUR 9/20/2024 Call
 

Master data

WKN: ME2CA7
Issuer: Morgan Stanley
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 125.71
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.94
Time value: 0.08
Break-even: 115.84
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.18
Theta: -0.03
Omega: 22.73
Rho: 0.03
 

Quote data

Open: 0.092
High: 0.092
Low: 0.074
Previous Close: 0.091
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.78%
1 Month
  -2.63%
3 Months
  -81.50%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.074
1M High / 1M Low: 0.136 0.074
6M High / 6M Low: 0.970 0.074
High (YTD): 2/7/2024 0.970
Low (YTD): 7/31/2024 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   382.86%
Volatility 6M:   258.54%
Volatility 1Y:   -
Volatility 3Y:   -