Morgan Stanley Call 48 G1A 20.09..../  DE000ME44ZM2  /

Stuttgart
7/10/2024  6:17:10 PM Chg.- Bid10:21:04 AM Ask10:21:04 AM Underlying Strike price Expiration date Option type
0.050EUR - 0.051
Bid Size: 100,000
0.070
Ask Size: 100,000
GEA GROUP AG 48.00 EUR 9/20/2024 Call
 

Master data

WKN: ME44ZM
Issuer: Morgan Stanley
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 9/20/2024
Issue date: 11/24/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.19
Parity: -0.87
Time value: 0.09
Break-even: 48.85
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 2.06
Spread abs.: 0.03
Spread %: 66.67%
Delta: 0.20
Theta: -0.02
Omega: 9.44
Rho: 0.01
 

Quote data

Open: 0.052
High: 0.052
Low: 0.050
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -9.09%
3 Months
  -18.03%
YTD
  -60.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.050
1M High / 1M Low: 0.059 0.050
6M High / 6M Low: 0.125 0.050
High (YTD): 1/15/2024 0.125
Low (YTD): 7/10/2024 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.04%
Volatility 6M:   77.62%
Volatility 1Y:   -
Volatility 3Y:   -