Morgan Stanley Call 49 SGM 20.12..../  DE000ME85SM0  /

Stuttgart
2024-07-05  8:42:43 PM Chg.+0.015 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.089EUR +20.27% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 49.00 EUR 2024-12-20 Call
 

Master data

WKN: ME85SM
Issuer: Morgan Stanley
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 49.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.86
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.30
Parity: -1.01
Time value: 0.09
Break-even: 49.93
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.72
Spread abs.: 0.00
Spread %: 4.49%
Delta: 0.21
Theta: -0.01
Omega: 8.63
Rho: 0.03
 

Quote data

Open: 0.091
High: 0.091
Low: 0.084
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.45%
1 Month
  -39.04%
3 Months
  -45.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.056
1M High / 1M Low: 0.157 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -