Morgan Stanley Call 128 6MK 20.09.../  DE000ME2FCJ1  /

Stuttgart
7/31/2024  6:51:58 PM Chg.- Bid11:07:20 AM Ask11:07:20 AM Underlying Strike price Expiration date Option type
0.051EUR - 0.048
Bid Size: 2,000
0.064
Ask Size: 2,000
MERCK CO. D... 128.00 - 9/20/2024 Call
 

Master data

WKN: ME2FCJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 128.00 -
Maturity: 9/20/2024
Issue date: 10/23/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 183.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -2.35
Time value: 0.06
Break-even: 128.57
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 3.54
Spread abs.: 0.00
Spread %: 7.55%
Delta: 0.09
Theta: -0.02
Omega: 16.35
Rho: 0.01
 

Quote data

Open: 0.086
High: 0.086
Low: 0.051
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -89.15%
1 Month
  -90.89%
3 Months
  -93.20%
YTD
  -71.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.051
1M High / 1M Low: 0.560 0.051
6M High / 6M Low: 1.030 0.051
High (YTD): 3/28/2024 1.030
Low (YTD): 7/31/2024 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.287
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.625
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.83%
Volatility 6M:   273.75%
Volatility 1Y:   -
Volatility 3Y:   -