Morgan Stanley Call 132 6MK 20.12.../  DE000ME2ESE1  /

Stuttgart
09/08/2024  18:32:38 Chg.+0.003 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.150EUR +2.04% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 132.00 - 20/12/2024 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: 20/12/2024
Issue date: 23/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -2.76
Time value: 0.16
Break-even: 133.60
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.97
Spread abs.: 0.00
Spread %: 2.56%
Delta: 0.16
Theta: -0.02
Omega: 10.33
Rho: 0.05
 

Quote data

Open: 0.152
High: 0.152
Low: 0.150
Previous Close: 0.147
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -71.70%
3 Months
  -81.01%
YTD
  -27.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.136
1M High / 1M Low: 0.580 0.127
6M High / 6M Low: 1.010 0.127
High (YTD): 28/03/2024 1.010
Low (YTD): 31/07/2024 0.127
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.56%
Volatility 6M:   201.22%
Volatility 1Y:   -
Volatility 3Y:   -