Morgan Stanley Call 47 SGM 20.09..../  DE000ME86391  /

Stuttgart
8/19/2024  5:49:42 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.004EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 47.00 - 9/20/2024 Call
 

Master data

WKN: ME8639
Issuer: Morgan Stanley
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 9/20/2024
Issue date: 2/5/2024
Last trading day: 8/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.94
Historic volatility: 0.32
Parity: -2.04
Time value: 0.04
Break-even: 47.40
Moneyness: 0.57
Premium: 0.78
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 900.00%
Delta: 0.10
Theta: -0.06
Omega: 6.47
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months
  -96.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: 0.360 0.002
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.89%
Volatility 6M:   352.10%
Volatility 1Y:   -
Volatility 3Y:   -