Morgan Stanley Call 136 6MK 17.01.2025
/ DE000ME2ESM4
Morgan Stanley Call 136 6MK 17.01.../ DE000ME2ESM4 /
| 2024-07-08 12:49:03 PM |
Chg.+0.010 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
0.420
Bid Size: 7,500 |
0.450
Ask Size: 7,500 |
MERCK CO. D... |
136.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
ME2ESM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.92 |
| Time value: |
0.43 |
| Break-even: |
140.30 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
8.21 |
| Rho: |
0.16 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-28.81% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.370 |
| 1M High / 1M Low: |
0.740 |
0.370 |
| 6M High / 6M Low: |
0.870 |
0.360 |
| High (YTD): |
2024-03-28 |
0.870 |
| Low (YTD): |
2024-01-02 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.42% |
| Volatility 6M: |
|
159.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
