Morgan Stanley Call 132 6MK 20.09.../  DE000ME2ESG6  /

Stuttgart
2024-07-05  9:27:03 PM Chg.- Bid12:27:50 PM Ask12:27:50 PM Underlying Strike price Expiration date Option type
0.240EUR - 0.250
Bid Size: 10,000
0.280
Ask Size: 10,000
MERCK CO. D... 132.00 - 2024-09-20 Call
 

Master data

WKN: ME2ESG
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 2024-09-20
Issue date: 2023-10-23
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.52
Time value: 0.27
Break-even: 134.70
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.02
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.26
Theta: -0.04
Omega: 11.25
Rho: 0.06
 

Quote data

Open: 0.237
High: 0.260
Low: 0.237
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -51.02%
3 Months
  -51.02%
YTD  
+93.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.220
1M High / 1M Low: 0.610 0.220
6M High / 6M Low: 0.790 0.220
High (YTD): 2024-03-28 0.790
Low (YTD): 2024-01-02 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.70%
Volatility 6M:   207.07%
Volatility 1Y:   -
Volatility 3Y:   -