Morgan Stanley Call 24 DHER 20.09.../  DE000ME15HB3  /

Stuttgart
2024-08-08  9:16:08 AM Chg.-0.010 Bid12:08:01 PM Ask12:08:01 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.660
Bid Size: 20,000
0.740
Ask Size: 20,000
DELIVERY HERO SE NA ... 24.00 EUR 2024-09-20 Call
 

Master data

WKN: ME15HB
Issuer: Morgan Stanley
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 31.11
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.69
Parity: -3.47
Time value: 0.66
Break-even: 24.66
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 3.74
Spread abs.: 0.11
Spread %: 20.00%
Delta: 0.27
Theta: -0.02
Omega: 8.48
Rho: 0.01
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month  
+5.45%
3 Months
  -56.39%
YTD
  -57.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.510
1M High / 1M Low: 0.720 0.380
6M High / 6M Low: 1.950 0.380
High (YTD): 2024-04-10 1.950
Low (YTD): 2024-07-24 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   1.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.35%
Volatility 6M:   161.62%
Volatility 1Y:   -
Volatility 3Y:   -