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Morgan Stanley Call 128 6MK 19.12.../  DE000ME2EZF3  /

Stuttgart
11/11/2024  2:24:58 PM Chg.-0.010 Bid6:38:49 PM Ask6:38:49 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.231
Bid Size: 150,000		 0.237
Ask Size: 150,000		 MERCK CO. D... 128.00 - 12/19/2025 Call
 

Master data

WKN: ME2EZF
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 128.00 -
Maturity: 12/19/2025
Issue date: 10/23/2023
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.31
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -3.19
Time value: 0.28
Break-even: 130.80
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.21
Theta: -0.01
Omega: 7.33
Rho: 0.20
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.83%
3 Months
  -65.33%
YTD
  -62.32%
1 Year
  -52.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.520 0.230
6M High / 6M Low: 1.870 0.230
High (YTD): 3/28/2024 1.970
Low (YTD): 11/7/2024 0.230
52W High: 3/28/2024 1.970
52W Low: 11/7/2024 0.230
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   1.021
Avg. volume 6M:   0.000
Avg. price 1Y:   1.123
Avg. volume 1Y:   0.000
Volatility 1M:   100.16%
Volatility 6M:   122.05%
Volatility 1Y:   107.98%
Volatility 3Y:   -