Morgan Stanley Call 260 BOX 20.12.../  DE000ME9GR06  /

Stuttgart
2024-07-08  8:30:43 PM Chg.- Bid12:30:55 PM Ask12:30:55 PM Underlying Strike price Expiration date Option type
0.440EUR - 0.440
Bid Size: 7,500
0.530
Ask Size: 6,250
BECTON, DICKINSON ... 260.00 - 2024-12-20 Call
 

Master data

WKN: ME9GR0
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.50
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -5.18
Time value: 0.49
Break-even: 264.90
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.21
Theta: -0.04
Omega: 8.83
Rho: 0.17
 

Quote data

Open: 0.470
High: 0.470
Low: 0.440
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.98%
1 Month
  -44.30%
3 Months
  -65.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.790 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -