Morgan Stanley Call 4.25 TNE5 20..../  DE000ME9VH74  /

Stuttgart
2024-07-31  8:15:14 PM Chg.- Bid11:17:44 AM Ask11:17:44 AM Underlying Strike price Expiration date Option type
0.350EUR - 0.330
Bid Size: 125,000
0.340
Ask Size: 125,000
TELEFONICA INH. ... 4.25 EUR 2025-06-20 Call
 

Master data

WKN: ME9VH7
Issuer: Morgan Stanley
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.25 EUR
Maturity: 2025-06-20
Issue date: 2024-03-08
Last trading day: 2025-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.07
Time value: 0.37
Break-even: 4.62
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.57
Theta: 0.00
Omega: 6.44
Rho: 0.02
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+29.63%
3 Months  
+6.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.380 0.238
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -