Morgan Stanley Call 116 6MK 20.12.2024
/ DE000ME2ERP9
Morgan Stanley Call 116 6MK 20.12.../ DE000ME2ERP9 /
| 2024-09-06 6:06:31 PM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+5.63% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
116.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME2ERP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-0.97 |
| Time value: |
0.69 |
| Break-even: |
122.90 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
6.49 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-57.63% |
| YTD |
|
|
+20.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.520 |
| 1M High / 1M Low: |
0.750 |
0.480 |
| 6M High / 6M Low: |
2.020 |
0.480 |
| High (YTD): |
2024-03-28 |
2.020 |
| Low (YTD): |
2024-08-15 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.62% |
| Volatility 6M: |
|
157.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
