Morgan Stanley Call 121 6MK 17.01.2025
/ DE000ME2ERY1
Morgan Stanley Call 121 6MK 17.01.../ DE000ME2ERY1 /
| 09/09/2024 12:39:18 |
Chg.-0.240 |
Bid12:58:08 |
Ask12:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-43.64% |
0.310
Bid Size: 10,000 |
0.340
Ask Size: 10,000 |
MERCK CO. D... |
121.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-1.47 |
| Time value: |
0.51 |
| Break-even: |
126.10 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
7.26 |
| Rho: |
0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
-29.55% |
| 3 Months |
|
|
-78.47% |
| YTD |
|
|
-35.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.370 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
1.710 |
0.350 |
| High (YTD): |
28/03/2024 |
1.710 |
| Low (YTD): |
16/08/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.29% |
| Volatility 6M: |
|
171.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
