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

Stuttgart
12/07/2024  20:48:06 Chg.+0.35 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
2.61EUR +15.49% -
Bid Size: -
-
Ask Size: -
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: 4.83
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 1.75
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.75
Time value: 0.89
Break-even: 136.43
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 6.02%
Delta: 0.78
Theta: -0.02
Omega: 3.78
Rho: 0.69
 

Quote data

Open: 2.29
High: 2.61
Low: 2.29
Previous Close: 2.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.81%
1 Month  
+39.57%
3 Months  
+90.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 1.85
1M High / 1M Low: 2.61 1.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -