Morgan Stanley Call 142 6MK 16.01.../  DE000ME2F030  /

Stuttgart
2024-07-26  6:06:47 PM Chg.-0.080 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.880EUR -8.33% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 142.00 - 2026-01-16 Call
 

Master data

WKN: ME2F03
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 2026-01-16
Issue date: 2023-10-23
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.42
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -2.66
Time value: 0.86
Break-even: 150.60
Moneyness: 0.81
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.38
Theta: -0.02
Omega: 5.14
Rho: 0.52
 

Quote data

Open: 0.860
High: 0.880
Low: 0.860
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -19.27%
3 Months
  -31.25%
YTD  
+114.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.850
1M High / 1M Low: 1.100 0.770
6M High / 6M Low: 1.360 0.740
High (YTD): 2024-03-28 1.360
Low (YTD): 2024-01-02 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.88%
Volatility 6M:   101.45%
Volatility 1Y:   -
Volatility 3Y:   -