Morgan Stanley Call 119 6MK 20.09.2024
/ DE000ME2FC84
Morgan Stanley Call 119 6MK 20.09.../ DE000ME2FC84 /
| 28/06/2024 16:03:52 |
Chg.+0.18 |
Bid18:02:49 |
Ask18:02:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+15.00% |
1.23
Bid Size: 125,000 |
1.24
Ask Size: 125,000 |
MERCK CO. D... |
119.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME2FC8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
119.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.16 |
| Parity: |
0.22 |
| Time value: |
1.11 |
| Break-even: |
132.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
5.40 |
| Rho: |
0.13 |
Quote data
| Open: |
1.34 |
| High: |
1.38 |
| Low: |
1.34 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.81% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
-15.85% |
| YTD |
|
|
+263.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.20 |
| 1M High / 1M Low: |
1.55 |
0.94 |
| 6M High / 6M Low: |
1.64 |
0.36 |
| High (YTD): |
28/03/2024 |
1.64 |
| Low (YTD): |
02/01/2024 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.39% |
| Volatility 6M: |
|
160.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
