Morgan Stanley Call 142 6MK 20.12.../  DE000ME2ESU7  /

Stuttgart
7/10/2024  6:49:23 PM Chg.- Bid10:32:25 AM Ask10:32:25 AM Underlying Strike price Expiration date Option type
0.237EUR - 0.230
Bid Size: 10,000
0.260
Ask Size: 10,000
MERCK CO. D... 142.00 - 12/20/2024 Call
 

Master data

WKN: ME2ESU
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 12/20/2024
Issue date: 10/23/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -2.45
Time value: 0.25
Break-even: 144.50
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.21
Theta: -0.02
Omega: 9.97
Rho: 0.10
 

Quote data

Open: 0.212
High: 0.237
Low: 0.208
Previous Close: 0.211
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.18%
1 Month
  -37.63%
3 Months
  -37.63%
YTD  
+127.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.237 0.204
1M High / 1M Low: 0.450 0.204
6M High / 6M Low: 0.590 0.204
High (YTD): 3/28/2024 0.590
Low (YTD): 1/2/2024 0.148
52W High: - -
52W Low: - -
Avg. price 1W:   0.221
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.80%
Volatility 6M:   179.86%
Volatility 1Y:   -
Volatility 3Y:   -