Morgan Stanley Call 121 6MK 17.01.2025
/ DE000ME2ERY1
Morgan Stanley Call 121 6MK 17.01.../ DE000ME2ERY1 /
| 2024-06-26 8:35:00 PM |
Chg.- |
Bid10:43:58 AM |
Ask10:43:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
- |
1.56
Bid Size: 5,000 |
1.58
Ask Size: 5,000 |
MERCK CO. D... |
121.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
ME2ERY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
121.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
0.21 |
| Time value: |
1.36 |
| Break-even: |
136.70 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
4.77 |
| Rho: |
0.33 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.61 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+19.26% |
| 3 Months |
|
|
-4.73% |
| YTD |
|
|
+235.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.38 |
| 1M High / 1M Low: |
1.64 |
1.10 |
| 6M High / 6M Low: |
1.71 |
0.45 |
| High (YTD): |
2024-03-28 |
1.71 |
| Low (YTD): |
2024-01-02 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.78% |
| Volatility 6M: |
|
132.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
