Morgan Stanley Call 160 CLX 20.12.../  DE000ME9GVU1  /

Stuttgart
12/11/2024  18:59:05 Chg.-0.090 Bid20:35:45 Ask20:35:45 Underlying Strike price Expiration date Option type
0.700EUR -11.39% 0.730
Bid Size: 50,000
0.750
Ask Size: 50,000
Clorox Co 160.00 USD 20/12/2024 Call
 

Master data

WKN: ME9GVU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 01/03/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.59
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.47
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.47
Time value: 0.32
Break-even: 157.95
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 2.60%
Delta: 0.68
Theta: -0.07
Omega: 13.33
Rho: 0.10
 

Quote data

Open: 0.740
High: 0.740
Low: 0.700
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -1.41%
3 Months  
+212.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.640
1M High / 1M Low: 0.880 0.500
6M High / 6M Low: 1.240 0.079
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.63%
Volatility 6M:   411.54%
Volatility 1Y:   -
Volatility 3Y:   -