Morgan Stanley Call 130 HEI 20.12.../  DE000ME81B01  /

Stuttgart
2024-07-09  9:34:11 AM Chg.-0.003 Bid11:38:08 AM Ask11:38:08 AM Underlying Strike price Expiration date Option type
0.117EUR -2.50% 0.120
Bid Size: 80,000
0.126
Ask Size: 80,000
HEIDELBERG MATERIALS... 130.00 EUR 2024-12-20 Call
 

Master data

WKN: ME81B0
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -3.03
Time value: 0.13
Break-even: 131.30
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 10.17%
Delta: 0.14
Theta: -0.01
Omega: 10.41
Rho: 0.05
 

Quote data

Open: 0.117
High: 0.117
Low: 0.117
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month
  -0.85%
3 Months
  -13.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.087
1M High / 1M Low: 0.171 0.087
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -