Morgan Stanley Call 128 6MK 16.01.2026
/ DE000ME2EZE6
Morgan Stanley Call 128 6MK 16.01.../ DE000ME2EZE6 /
04/09/2024 20:28:01 |
Chg.- |
Bid10:15:49 |
Ask10:15:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
- |
0.780 Bid Size: 5,000 |
0.800 Ask Size: 3,750 |
MERCK CO. D... |
128.00 - |
16/01/2026 |
Call |
Master data
WKN: |
ME2EZE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
128.00 - |
Maturity: |
16/01/2026 |
Issue date: |
23/10/2023 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-2.35 |
Time value: |
0.79 |
Break-even: |
135.90 |
Moneyness: |
0.82 |
Premium: |
0.30 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
5.09 |
Rho: |
0.44 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.750 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.79% |
1 Month |
|
|
-5.06% |
3 Months |
|
|
-55.62% |
YTD |
|
|
+4.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.750 |
1M High / 1M Low: |
0.900 |
0.740 |
6M High / 6M Low: |
2.010 |
0.740 |
High (YTD): |
28/03/2024 |
2.010 |
Low (YTD): |
07/08/2024 |
0.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.13% |
Volatility 6M: |
|
105.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |