Morgan Stanley Call 160 UPS 20.12.../  DE000ME661Y0  /

Stuttgart
10/15/2024  8:13:25 PM Chg.- Bid9:57:42 AM Ask9:57:42 AM Underlying Strike price Expiration date Option type
0.063EUR - 0.055
Bid Size: 2,000
0.068
Ask Size: 2,000
United Parcel Servic... 160.00 USD 12/20/2024 Call
 

Master data

WKN: ME661Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 1/2/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 195.15
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -2.41
Time value: 0.06
Break-even: 147.65
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.80
Spread abs.: 0.01
Spread %: 8.62%
Delta: 0.09
Theta: -0.02
Omega: 18.08
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.063
Low: 0.054
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+10.53%
3 Months
  -87.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.059
1M High / 1M Low: 0.109 0.050
6M High / 6M Low: 0.710 0.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.72%
Volatility 6M:   216.23%
Volatility 1Y:   -
Volatility 3Y:   -