Morgan Stanley Call 37.5 HP 20.12.../  DE000ME741X2  /

Stuttgart
2024-07-24  8:54:23 PM Chg.- Bid8:13:03 AM Ask8:13:03 AM Underlying Strike price Expiration date Option type
0.390EUR - 0.330
Bid Size: 10,000
-
Ask Size: -
Helmerich and Payne ... 37.50 - 2024-12-20 Call
 

Master data

WKN: ME741X
Issuer: Morgan Stanley
Currency: EUR
Underlying: Helmerich and Payne Inc
Type: Warrant
Option type: Call
Strike price: 37.50 -
Maturity: 2024-12-20
Issue date: 2024-01-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.70
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.30
Parity: -0.27
Time value: 0.40
Break-even: 41.50
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.50
Theta: -0.02
Omega: 4.36
Rho: 0.05
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.00%
1 Month  
+50.00%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.630 0.250
6M High / 6M Low: 0.910 0.195
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.53%
Volatility 6M:   171.74%
Volatility 1Y:   -
Volatility 3Y:   -