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Morgan Stanley Call 126 6MK 19.12.../  DE000ME2EZ70  /

Stuttgart
11/11/2024  14:24:57 Chg.-0.020 Bid19:11:57 Ask19:11:57 Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.270
Bid Size: 150,000		 0.280
Ask Size: 150,000		 MERCK CO. D... 126.00 - 19/12/2025 Call
 

Master data

WKN: ME2EZ7
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 126.00 -
Maturity: 19/12/2025
Issue date: 23/10/2023
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.02
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -2.99
Time value: 0.32
Break-even: 129.20
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.24
Theta: -0.01
Omega: 7.06
Rho: 0.21
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.28%
3 Months
  -65.88%
YTD
  -60.81%
1 Year
  -51.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.580 0.260
6M High / 6M Low: 2.040 0.260
High (YTD): 28/03/2024 2.080
Low (YTD): 07/11/2024 0.260
52W High: 28/03/2024 2.080
52W Low: 07/11/2024 0.260
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   1.112
Avg. volume 6M:   0.000
Avg. price 1Y:   1.210
Avg. volume 1Y:   0.000
Volatility 1M:   106.61%
Volatility 6M:   118.08%
Volatility 1Y:   105.11%
Volatility 3Y:   -