Morgan Stanley Call 475 LOR 20.09.../  DE000ME15P06  /

Stuttgart
7/16/2024  8:30:11 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.131EUR - -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 475.00 - 9/20/2024 Call
 

Master data

WKN: ME15P0
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 475.00 -
Maturity: 9/20/2024
Issue date: 9/26/2023
Last trading day: 7/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 247.31
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -7.44
Time value: 0.16
Break-even: 476.62
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 2.55
Spread abs.: 0.02
Spread %: 17.39%
Delta: 0.08
Theta: -0.07
Omega: 20.19
Rho: 0.04
 

Quote data

Open: 0.124
High: 0.146
Low: 0.124
Previous Close: 0.117
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -59.06%
3 Months
  -88.61%
YTD
  -94.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.320 0.117
6M High / 6M Low: 2.570 0.117
High (YTD): 2/5/2024 2.570
Low (YTD): 7/15/2024 0.117
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   1.138
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.81%
Volatility 6M:   242.73%
Volatility 1Y:   -
Volatility 3Y:   -