Morgan Stanley Call 37 VanEck Jun.../  DE000ME4M313  /

Stuttgart
11/13/2024  6:29:41 PM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.870EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 37.00 - 1/17/2025 Call
 

Master data

WKN: ME4M31
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 1/17/2025
Issue date: 12/5/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.63
Implied volatility: 0.83
Historic volatility: 0.33
Parity: 0.63
Time value: 0.31
Break-even: 46.40
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 4.44%
Delta: 0.74
Theta: -0.04
Omega: 3.41
Rho: 0.04
 

Quote data

Open: 0.990
High: 0.990
Low: 0.870
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.64%
1 Month
  -30.95%
3 Months
  -11.22%
YTD  
+27.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.870
1M High / 1M Low: 1.770 0.870
6M High / 6M Low: 1.770 0.690
High (YTD): 10/22/2024 1.770
Low (YTD): 2/28/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   1.074
Avg. volume 1W:   0.000
Avg. price 1M:   1.392
Avg. volume 1M:   0.000
Avg. price 6M:   1.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.68%
Volatility 6M:   124.84%
Volatility 1Y:   -
Volatility 3Y:   -