Morgan Stanley Call 117 6MK 20.06.../  DE000ME2EYN0  /

Stuttgart
9/6/2024  6:06:35 PM Chg.+0.04 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.08EUR +3.85% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 117.00 - 6/20/2025 Call
 

Master data

WKN: ME2EYN
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 117.00 -
Maturity: 6/20/2025
Issue date: 10/23/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.42
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -1.07
Time value: 1.02
Break-even: 127.20
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.47
Theta: -0.03
Omega: 4.95
Rho: 0.32
 

Quote data

Open: 1.02
High: 1.08
Low: 1.02
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.20%
1 Month  
+36.71%
3 Months
  -46.80%
YTD  
+30.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.85
1M High / 1M Low: 1.08 0.79
6M High / 6M Low: 2.30 0.79
High (YTD): 3/28/2024 2.30
Low (YTD): 8/7/2024 0.79
52W High: - -
52W Low: - -
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.65%
Volatility 6M:   118.78%
Volatility 1Y:   -
Volatility 3Y:   -