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

Stuttgart
9/17/2024  1:20:11 PM Chg.+0.024 Bid4:25:03 PM Ask4:25:03 PM Underlying Strike price Expiration date Option type
0.177EUR +15.69% 0.165
Bid Size: 150,000
0.169
Ask Size: 150,000
MERCK CO. D... 132.00 - 1/17/2025 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: 1/17/2025
Issue date: 10/23/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -2.60
Time value: 0.17
Break-even: 133.74
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 1.01
Spread abs.: 0.00
Spread %: 2.35%
Delta: 0.17
Theta: -0.02
Omega: 10.35
Rho: 0.05
 

Quote data

Open: 0.177
High: 0.177
Low: 0.177
Previous Close: 0.153
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.11%
1 Month  
+32.09%
3 Months
  -73.18%
YTD
  -22.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.153 0.110
1M High / 1M Low: 0.213 0.110
6M High / 6M Low: 1.060 0.110
High (YTD): 3/28/2024 1.060
Low (YTD): 9/12/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.13%
Volatility 6M:   218.12%
Volatility 1Y:   -
Volatility 3Y:   -