Morgan Stanley Call 475 2FE 20.09.../  DE000ME9G5E7  /

Stuttgart
2024-07-29  12:38:47 PM Chg.+0.003 Bid5:54:49 PM Ask5:54:49 PM Underlying Strike price Expiration date Option type
0.137EUR +2.24% 0.129
Bid Size: 1,000
-
Ask Size: -
FERRARI N.V. 475.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9G5E
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 475.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 253.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -9.75
Time value: 0.15
Break-even: 476.49
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 3.97
Spread abs.: 0.02
Spread %: 12.03%
Delta: 0.07
Theta: -0.07
Omega: 16.87
Rho: 0.03
 

Quote data

Open: 0.137
High: 0.137
Low: 0.137
Previous Close: 0.134
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -0.72%
3 Months
  -67.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.148 0.126
1M High / 1M Low: 0.200 0.122
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -