Morgan Stanley Call 425 2FE 20.12.../  DE000ME54SE3  /

Stuttgart
7/5/2024  6:29:35 PM Chg.-0.090 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.680EUR -11.69% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 425.00 EUR 12/20/2024 Call
 

Master data

WKN: ME54SE
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 425.00 EUR
Maturity: 12/20/2024
Issue date: 12/12/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 53.78
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.24
Parity: -3.78
Time value: 0.72
Break-even: 432.20
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.27
Theta: -0.05
Omega: 14.78
Rho: 0.45
 

Quote data

Open: 0.770
High: 0.770
Low: 0.680
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.48%
1 Month
  -1.45%
3 Months
  -12.82%
YTD  
+195.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.610
1M High / 1M Low: 0.840 0.610
6M High / 6M Low: 1.040 0.059
High (YTD): 3/26/2024 1.040
Low (YTD): 2/1/2024 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.649
Avg. volume 6M:   6.142
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.06%
Volatility 6M:   531.50%
Volatility 1Y:   -
Volatility 3Y:   -