Morgan Stanley Call 132 6MK 17.01.2025
/ DE000ME2ESF8
Morgan Stanley Call 132 6MK 17.01.../ DE000ME2ESF8 /
| 2024-06-27 6:33:50 PM |
Chg.- |
Bid9:37:09 AM |
Ask9:37:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.790
Bid Size: 5,000 |
0.810
Ask Size: 5,000 |
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: |
14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
-1.08 |
| Time value: |
0.81 |
| Break-even: |
140.10 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
6.54 |
| Rho: |
0.25 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.720 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
-32.08% |
| YTD |
|
|
+214.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.720 |
| 1M High / 1M Low: |
0.940 |
0.560 |
| 6M High / 6M Low: |
1.060 |
0.223 |
| High (YTD): |
2024-03-28 |
1.060 |
| Low (YTD): |
2024-01-02 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.55% |
| Volatility 6M: |
|
157.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
