Morgan Stanley Call 4 RRU 20.12.2.../  DE000ME81BL7  /

Stuttgart
10/21/2024  3:17:52 PM Chg.- Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
2.16EUR - -
Bid Size: -
-
Ask Size: -
ROLLS ROYCE HLDGS LS... 4.00 - 12/20/2024 Call
 

Master data

WKN: ME81BL
Issuer: Morgan Stanley
Currency: EUR
Underlying: ROLLS ROYCE HLDGS LS 0.20
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 12/20/2024
Issue date: 2/1/2024
Last trading day: 10/22/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.53
Implied volatility: -
Historic volatility: 0.36
Parity: 2.53
Time value: -0.33
Break-even: 6.20
Moneyness: 1.63
Premium: -0.05
Premium p.a.: -0.43
Spread abs.: 0.01
Spread %: 0.46%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.19
High: 2.19
Low: 2.16
Previous Close: 2.13
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.70%
3 Months  
+42.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.22 2.13
6M High / 6M Low: 2.22 0.89
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.07%
Volatility 6M:   127.89%
Volatility 1Y:   -
Volatility 3Y:   -