Morgan Stanley Call 130 EL 20.09..../  DE000ME39CD0  /

Stuttgart
2024-07-30  8:47:10 PM Chg.-0.009 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.082EUR -9.89% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 130.00 USD 2024-09-20 Call
 

Master data

WKN: ME39CD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.52
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.39
Parity: -2.71
Time value: 0.10
Break-even: 121.20
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 5.37
Spread abs.: 0.01
Spread %: 10.64%
Delta: 0.12
Theta: -0.04
Omega: 11.04
Rho: 0.01
 

Quote data

Open: 0.088
High: 0.088
Low: 0.079
Previous Close: 0.091
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month
  -57.73%
3 Months
  -96.57%
YTD
  -97.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.088
1M High / 1M Low: 0.193 0.082
6M High / 6M Low: 3.350 0.082
High (YTD): 2024-03-13 3.350
Low (YTD): 2024-07-19 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   1.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.96%
Volatility 6M:   194.16%
Volatility 1Y:   -
Volatility 3Y:   -