Morgan Stanley Call 136 6MK 20.12.2024
/ DE000ME2ESN2
Morgan Stanley Call 136 6MK 20.12.../ DE000ME2ESN2 /
| 09/08/2024 18:32:40 |
Chg.0.000 |
Bid20:07:22 |
Ask20:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.109
Bid Size: 50,000 |
0.113
Ask Size: 50,000 |
MERCK CO. D... |
136.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME2ESN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-3.16 |
| Time value: |
0.12 |
| Break-even: |
137.17 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.00 |
| Spread %: |
3.54% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
10.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.109 |
| High: |
0.110 |
| Low: |
0.109 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.29% |
| 1 Month |
|
|
-67.65% |
| 3 Months |
|
|
-81.36% |
| YTD |
|
|
-29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.101 |
| 1M High / 1M Low: |
0.430 |
0.098 |
| 6M High / 6M Low: |
0.820 |
0.098 |
| High (YTD): |
28/03/2024 |
0.820 |
| Low (YTD): |
31/07/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.84% |
| Volatility 6M: |
|
210.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
