Morgan Stanley Call 128 6MK 20.12.2024
/ DE000ME2ESB7
Morgan Stanley Call 128 6MK 20.12.../ DE000ME2ESB7 /
| 7/8/2024 8:32:14 PM |
Chg.0.000 |
Bid7/8/2024 |
Ask7/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
0.00% |
0.670
Bid Size: 125,000 |
0.680
Ask Size: 125,000 |
MERCK CO. D... |
128.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME2ESB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-1.12 |
| Time value: |
0.71 |
| Break-even: |
135.10 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.42 |
| Theta: |
-0.04 |
| Omega: |
6.84 |
| Rho: |
0.19 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
-30.93% |
| 3 Months |
|
|
-22.99% |
| YTD |
|
|
+148.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.630 |
| 1M High / 1M Low: |
1.130 |
0.630 |
| 6M High / 6M Low: |
1.230 |
0.540 |
| High (YTD): |
3/28/2024 |
1.230 |
| Low (YTD): |
1/2/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.96% |
| Volatility 6M: |
|
137.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
