Morgan Stanley Call 150 GRMN 20.1.../  DE000ME63RC0  /

Stuttgart
10/10/2024  21:21:08 Chg.+0.05 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.76EUR +2.92% -
Bid Size: -
-
Ask Size: -
Garmin Ltd 150.00 USD 20/12/2024 Call
 

Master data

WKN: ME63RC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Garmin Ltd
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/12/2024
Issue date: 29/12/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.35
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.40
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 1.40
Time value: 0.41
Break-even: 155.19
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 2.26%
Delta: 0.78
Theta: -0.06
Omega: 6.47
Rho: 0.19
 

Quote data

Open: 1.68
High: 1.76
Low: 1.68
Previous Close: 1.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.19%
1 Month
  -43.23%
3 Months
  -10.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.60
1M High / 1M Low: 3.24 1.60
6M High / 6M Low: 3.36 0.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.38
Avg. volume 1M:   0.00
Avg. price 6M:   2.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.28%
Volatility 6M:   234.57%
Volatility 1Y:   -
Volatility 3Y:   -