Morgan Stanley Call 116 6MK 20.09.2024
/ DE000ME2FC35
Morgan Stanley Call 116 6MK 20.09.../ DE000ME2FC35 /
| 6/26/2024 8:35:08 PM |
Chg.- |
Bid10:28:59 AM |
Ask10:28:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
- |
1.67
Bid Size: 5,000 |
1.70
Ask Size: 5,000 |
MERCK CO. D... |
116.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME2FC3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
0.71 |
| Time value: |
1.00 |
| Break-even: |
133.10 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
4.69 |
| Rho: |
0.15 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.77 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.22% |
| 1 Month |
|
|
+21.23% |
| 3 Months |
|
|
-4.32% |
| YTD |
|
|
+268.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.51 |
| 1M High / 1M Low: |
1.80 |
1.15 |
| 6M High / 6M Low: |
1.87 |
0.45 |
| High (YTD): |
3/28/2024 |
1.87 |
| Low (YTD): |
1/2/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.74% |
| Volatility 6M: |
|
130.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
