Morgan Stanley Call 136 6MK 17.01.../  DE000ME2ESM4  /

Stuttgart
31/07/2024  18:51:52 Chg.-0.041 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.119EUR -25.63% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 136.00 - 17/01/2025 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: 17/01/2025
Issue date: 23/10/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.94
Time value: 0.16
Break-even: 137.63
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.73
Spread abs.: 0.00
Spread %: 2.52%
Delta: 0.16
Theta: -0.02
Omega: 10.22
Rho: 0.07
 

Quote data

Open: 0.173
High: 0.173
Low: 0.119
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.49%
1 Month
  -78.75%
3 Months
  -82.50%
YTD
  -32.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.160
1M High / 1M Low: 0.530 0.160
6M High / 6M Low: 0.870 0.160
High (YTD): 28/03/2024 0.870
Low (YTD): 30/07/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   329.38%
Volatility 6M:   200.55%
Volatility 1Y:   -
Volatility 3Y:   -