Morgan Stanley Call 450 2FE 20.12.../  DE000ME97QV0  /

Stuttgart
2024-07-29  6:37:18 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.480EUR -5.88% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2024-12-20 Call
 

Master data

WKN: ME97QV
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-26
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 71.23
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -7.25
Time value: 0.53
Break-even: 455.30
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.18
Theta: -0.06
Omega: 12.50
Rho: 0.24
 

Quote data

Open: 0.510
High: 0.510
Low: 0.480
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -5.88%
3 Months
  -51.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.800 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.622
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -