Morgan Stanley Call 330 SIKA 20.0.../  DE000ME5LDA9  /

Stuttgart
02/08/2024  11:32:32 Chg.-0.180 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.540EUR -25.00% -
Bid Size: -
-
Ask Size: -
SIKA N 330.00 CHF 20/06/2025 Call
 

Master data

WKN: ME5LDA
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIKA N
Type: Warrant
Option type: Call
Strike price: 330.00 CHF
Maturity: 20/06/2025
Issue date: 18/12/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.33
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -9.13
Time value: 0.54
Break-even: 357.74
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.17
Theta: -0.03
Omega: 8.32
Rho: 0.35
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.47%
1 Month
  -16.92%
3 Months
  -54.62%
YTD
  -73.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.540
1M High / 1M Low: 0.720 0.500
6M High / 6M Low: 1.520 0.500
High (YTD): 03/01/2024 1.660
Low (YTD): 25/07/2024 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.645
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.06%
Volatility 6M:   123.94%
Volatility 1Y:   -
Volatility 3Y:   -