Morgan Stanley Call 450 2FE 20.09.../  DE000ME957A2  /

Stuttgart
2024-07-05  8:48:49 PM Chg.-0.033 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.206EUR -13.81% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2024-09-20 Call
 

Master data

WKN: ME957A
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-23
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 179.26
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -6.28
Time value: 0.22
Break-even: 452.16
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.11
Spread abs.: 0.00
Spread %: 1.89%
Delta: 0.11
Theta: -0.06
Omega: 19.57
Rho: 0.08
 

Quote data

Open: 0.250
High: 0.250
Low: 0.206
Previous Close: 0.239
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.08%
1 Month
  -5.94%
3 Months
  -41.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.239 0.189
1M High / 1M Low: 0.270 0.179
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -