Morgan Stanley Call 122 6MK 20.09.2024
/ DE000ME2FCB8
Morgan Stanley Call 122 6MK 20.09.../ DE000ME2FCB8 /
| 08/07/2024 20:32:44 |
Chg.- |
Bid10:08:29 |
Ask10:08:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.690
Bid Size: 5,000 |
0.720
Ask Size: 5,000 |
MERCK CO. D... |
122.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME2FCB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
-0.59 |
| Time value: |
0.73 |
| Break-even: |
129.30 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.46 |
| Theta: |
-0.07 |
| Omega: |
7.29 |
| Rho: |
0.09 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.730 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.12% |
| 1 Month |
|
|
-33.64% |
| 3 Months |
|
|
-25.51% |
| YTD |
|
|
+151.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
1.300 |
0.680 |
| 6M High / 6M Low: |
1.420 |
0.610 |
| High (YTD): |
28/03/2024 |
1.420 |
| Low (YTD): |
02/01/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.55% |
| Volatility 6M: |
|
163.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
