Morgan Stanley Call 230 ECL 20.12.../  DE000ME8ND38  /

Stuttgart
2024-07-09  6:59:38 PM Chg.+0.01 Bid8:35:03 PM Ask8:35:03 PM Underlying Strike price Expiration date Option type
2.56EUR +0.39% 2.48
Bid Size: 20,000
2.53
Ask Size: 20,000
Ecolab Inc 230.00 USD 2024-12-20 Call
 

Master data

WKN: ME8ND3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ecolab Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.66
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.19
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 1.19
Time value: 1.40
Break-even: 238.26
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 1.97%
Delta: 0.68
Theta: -0.06
Omega: 5.85
Rho: 0.56
 

Quote data

Open: 2.54
High: 2.58
Low: 2.54
Previous Close: 2.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.63%
1 Month  
+13.27%
3 Months  
+34.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.55 2.06
1M High / 1M Low: 2.80 2.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -