Morgan Stanley Call 119 6MK 20.12.2024
/ DE000ME2ERW5
Morgan Stanley Call 119 6MK 20.12.../ DE000ME2ERW5 /
| 26/07/2024 18:06:45 |
Chg.-0.13 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-10.08% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
119.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME2ERW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
119.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-0.36 |
| Time value: |
1.12 |
| Break-even: |
130.20 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
5.43 |
| Rho: |
0.20 |
Quote data
| Open: |
1.13 |
| High: |
1.16 |
| Low: |
1.13 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.52% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-32.95% |
| YTD |
|
|
+127.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.08 |
| 1M High / 1M Low: |
1.45 |
0.93 |
| 6M High / 6M Low: |
1.81 |
0.93 |
| High (YTD): |
28/03/2024 |
1.81 |
| Low (YTD): |
02/01/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.87% |
| Volatility 6M: |
|
121.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
