Morgan Stanley Call 132 6MK 20.12.2024
/ DE000ME2ESE1
Morgan Stanley Call 132 6MK 20.12.../ DE000ME2ESE1 /
| 2024-07-12 6:29:53 PM |
Chg.+0.020 |
Bid7:31:33 PM |
Ask7:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
0.580
Bid Size: 50,000 |
0.590
Ask Size: 50,000 |
MERCK CO. D... |
132.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME2ESE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-1.34 |
| Time value: |
0.64 |
| Break-even: |
138.40 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
7.14 |
| Rho: |
0.17 |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
-20.55% |
| 3 Months |
|
|
-17.14% |
| YTD |
|
|
+180.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.480 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 6M High / 6M Low: |
1.010 |
0.430 |
| High (YTD): |
2024-03-28 |
1.010 |
| Low (YTD): |
2024-01-02 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.680 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.17% |
| Volatility 6M: |
|
150.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
