Morgan Stanley Call 120 AWK 20.06.../  DE000ME84MC7  /

Stuttgart
31/07/2024  10:24:03 Chg.+0.07 Bid15:38:35 Ask15:38:35 Underlying Strike price Expiration date Option type
2.87EUR +2.50% 2.71
Bid Size: 5,000
2.83
Ask Size: 5,000
American Water Works 120.00 USD 20/06/2025 Call
 

Master data

WKN: ME84MC
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/06/2025
Issue date: 02/02/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.19
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 2.19
Time value: 0.81
Break-even: 140.95
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.13
Spread %: 4.53%
Delta: 0.81
Theta: -0.02
Omega: 3.59
Rho: 0.69
 

Quote data

Open: 2.87
High: 2.87
Low: 2.87
Previous Close: 2.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.87%
1 Month  
+64.00%
3 Months  
+90.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.80 2.57
1M High / 1M Low: 2.83 1.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.72
Avg. volume 1W:   0.00
Avg. price 1M:   2.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -