Morgan Stanley Call 130 YUM 16.01.../  DE000ME84MP9  /

Stuttgart
2/28/2025  4:17:14 PM Chg.+0.08 Bid4:29:14 PM Ask4:29:14 PM Underlying Strike price Expiration date Option type
3.07EUR +2.68% 3.07
Bid Size: 50,000
3.09
Ask Size: 50,000
Yum Brands Inc 130.00 USD 1/16/2026 Call
 

Master data

WKN: ME84MP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/16/2026
Issue date: 2/2/2024
Last trading day: 1/16/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 2.28
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 2.28
Time value: 0.77
Break-even: 155.57
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.80
Theta: -0.02
Omega: 3.89
Rho: 0.78
 

Quote data

Open: 3.04
High: 3.07
Low: 3.04
Previous Close: 2.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.41%
1 Month  
+132.58%
3 Months  
+53.50%
YTD  
+77.46%
1 Year  
+28.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.99 2.66
1M High / 1M Low: 2.99 1.22
6M High / 6M Low: 2.99 0.98
High (YTD): 2/27/2025 2.99
Low (YTD): 1/22/2025 0.98
52W High: 2/27/2025 2.99
52W Low: 1/22/2025 0.98
Avg. price 1W:   2.82
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.91
Avg. volume 1Y:   0.00
Volatility 1M:   301.06%
Volatility 6M:   149.52%
Volatility 1Y:   119.15%
Volatility 3Y:   -