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

Stuttgart
10/07/2024  17:37:11 Chg.+0.020 Bid19:11:06 Ask19:11:06 Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.280
Bid Size: 1,000
-
Ask Size: -
FERRARI N.V. 450.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 23/02/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 152.69
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -5.30
Time value: 0.26
Break-even: 452.60
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.94
Spread abs.: 0.02
Spread %: 8.79%
Delta: 0.13
Theta: -0.07
Omega: 20.38
Rho: 0.10
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.90%
1 Month  
+23.29%
3 Months
  -27.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.206
1M High / 1M Low: 0.270 0.179
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.235
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -