Morgan Stanley Call 129 6MK 17.01.../  DE000ME2ESC5  /

Stuttgart
7/26/2024  6:06:45 PM Chg.-0.090 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.670EUR -11.84% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 129.00 - 1/17/2025 Call
 

Master data

WKN: ME2ESC
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 129.00 -
Maturity: 1/17/2025
Issue date: 10/23/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.75
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -1.36
Time value: 0.65
Break-even: 135.50
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.39
Theta: -0.03
Omega: 6.89
Rho: 0.18
 

Quote data

Open: 0.640
High: 0.670
Low: 0.640
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month
  -22.99%
3 Months
  -41.23%
YTD  
+148.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.600
1M High / 1M Low: 0.870 0.500
6M High / 6M Low: 1.220 0.500
High (YTD): 3/28/2024 1.220
Low (YTD): 1/2/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.93%
Volatility 6M:   152.09%
Volatility 1Y:   -
Volatility 3Y:   -