Morgan Stanley Call 132 6MK 17.01.../  DE000ME2ESF8  /

Stuttgart
2024-07-31  6:51:52 PM Chg.-0.327 Bid9:46:01 PM Ask9:46:01 PM Underlying Strike price Expiration date Option type
0.153EUR -68.13% 0.159
Bid Size: 50,000
0.163
Ask Size: 50,000
MERCK CO. D... 132.00 - 2025-01-17 Call
 

Master data

WKN: ME2ESF
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 2025-01-17
Issue date: 2023-10-23
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.56
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.54
Time value: 0.22
Break-even: 134.15
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.64
Spread abs.: 0.00
Spread %: 1.90%
Delta: 0.19
Theta: -0.02
Omega: 9.66
Rho: 0.09
 

Quote data

Open: 0.232
High: 0.232
Low: 0.153
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.58%
1 Month
  -78.75%
3 Months
  -82.21%
YTD
  -33.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.700 0.400
6M High / 6M Low: 1.060 0.400
High (YTD): 2024-03-28 1.060
Low (YTD): 2024-01-02 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.731
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.56%
Volatility 6M:   166.45%
Volatility 1Y:   -
Volatility 3Y:   -