Morgan Stanley Call 127 6MK 20.09.2024
/ DE000ME2FCH5
Morgan Stanley Call 127 6MK 20.09.../ DE000ME2FCH5 /
| 2024-07-12 6:30:34 PM |
Chg.+0.020 |
Bid6:59:20 PM |
Ask6:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
MERCK CO. D... |
127.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME2FCH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
-0.84 |
| Time value: |
0.60 |
| Break-even: |
133.00 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.41 |
| Theta: |
-0.07 |
| Omega: |
8.10 |
| Rho: |
0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-22.86% |
| YTD |
|
|
+181.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.930 |
0.400 |
| 6M High / 6M Low: |
1.090 |
0.400 |
| High (YTD): |
2024-03-28 |
1.090 |
| Low (YTD): |
2024-01-02 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.54% |
| Volatility 6M: |
|
204.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
