Morgan Stanley Call 19 VBK 20.09..../  DE000ME793J2  /

Stuttgart
22/07/2024  18:03:25 Chg.+0.017 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.147EUR +13.08% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 19.00 EUR 20/09/2024 Call
 

Master data

WKN: ME793J
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 20/09/2024
Issue date: 22/01/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.55
Parity: -0.22
Time value: 0.16
Break-even: 20.64
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 2.52
Spread abs.: 0.03
Spread %: 26.15%
Delta: 0.44
Theta: -0.02
Omega: 4.52
Rho: 0.01
 

Quote data

Open: 0.137
High: 0.147
Low: 0.137
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.63%
1 Month
  -30.00%
3 Months
  -65.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.630 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.27%
Volatility 6M:   176.37%
Volatility 1Y:   -
Volatility 3Y:   -