Morgan Stanley Call 450 2FE 20.12.../  DE000ME8MY67  /

Stuttgart
11/11/2024  8:45:46 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 12/20/2024 Call
 

Master data

WKN: ME8MY6
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 12/20/2024
Issue date: 2/13/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 107.08
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.26
Parity: -3.24
Time value: 0.39
Break-even: 453.90
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.18
Spread abs.: -0.01
Spread %: -2.50%
Delta: 0.21
Theta: -0.13
Omega: 22.17
Rho: 0.09
 

Quote data

Open: 0.390
High: 0.480
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.00%
1 Month
  -43.06%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.250
1M High / 1M Low: 1.230 0.250
6M High / 6M Low: 1.240 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.70%
Volatility 6M:   218.00%
Volatility 1Y:   -
Volatility 3Y:   -