Morgan Stanley Call 144 6MK 20.12.../  DE000ME2ESX1  /

Stuttgart
27/06/2024  18:33:51 Chg.- Bid10:00:43 Ask10:00:43 Underlying Strike price Expiration date Option type
0.270EUR - 0.320
Bid Size: 10,000
0.380
Ask Size: 10,000
MERCK CO. D... 144.00 - 20/12/2024 Call
 

Master data

WKN: ME2ESX
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 144.00 -
Maturity: 20/12/2024
Issue date: 23/10/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.89
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -2.28
Time value: 0.32
Break-even: 147.20
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.25
Theta: -0.02
Omega: 9.36
Rho: 0.13
 

Quote data

Open: 0.340
High: 0.340
Low: 0.270
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -6.90%
3 Months
  -48.08%
YTD  
+193.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.270
1M High / 1M Low: 0.390 0.207
6M High / 6M Low: 0.520 0.092
High (YTD): 28/03/2024 0.520
Low (YTD): 02/01/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.03%
Volatility 6M:   190.17%
Volatility 1Y:   -
Volatility 3Y:   -