Morgan Stanley Call 50 DAL 20.12..../  DE000ME6NH10  /

Stuttgart
02/08/2024  20:16:59 Chg.-0.016 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.089EUR -15.24% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 50.00 USD 20/12/2024 Call
 

Master data

WKN: ME6NH1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 20/12/2024
Issue date: 09/01/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.66
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -0.79
Time value: 0.11
Break-even: 47.46
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.73
Spread abs.: 0.00
Spread %: 2.78%
Delta: 0.25
Theta: -0.01
Omega: 8.57
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.099
Low: 0.089
Previous Close: 0.105
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.06%
1 Month
  -71.29%
3 Months
  -85.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.105
1M High / 1M Low: 0.330 0.105
6M High / 6M Low: 0.760 0.105
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.94%
Volatility 6M:   167.14%
Volatility 1Y:   -
Volatility 3Y:   -