Morgan Stanley Call 126 6MK 17.01.2025
/ DE000ME2ES79
Morgan Stanley Call 126 6MK 17.01.../ DE000ME2ES79 /
7/25/2024 12:35:52 PM |
Chg.-0.010 |
Bid5:50:35 PM |
Ask5:50:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-1.27% |
0.910 Bid Size: 25,000 |
0.920 Ask Size: 25,000 |
MERCK CO. D... |
126.00 - |
1/17/2025 |
Call |
Master data
WKN: |
ME2ES7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
126.00 - |
Maturity: |
1/17/2025 |
Issue date: |
10/23/2023 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.16 |
Parity: |
-0.98 |
Time value: |
0.82 |
Break-even: |
134.20 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.44 |
Theta: |
-0.04 |
Omega: |
6.30 |
Rho: |
0.21 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.81% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-36.59% |
YTD |
|
|
+129.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.620 |
1M High / 1M Low: |
1.300 |
0.620 |
6M High / 6M Low: |
1.390 |
0.620 |
High (YTD): |
3/28/2024 |
1.390 |
Low (YTD): |
1/2/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.890 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.74% |
Volatility 6M: |
|
138.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |