Morgan Stanley Call 515 LOR 20.09.../  DE000ME15P48  /

Stuttgart
2024-07-08  8:23:49 PM Chg.-0.018 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.079EUR -18.56% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 515.00 - 2024-09-20 Call
 

Master data

WKN: ME15P4
Issuer: Morgan Stanley
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 515.00 -
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 322.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -10.50
Time value: 0.13
Break-even: 516.27
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 2.11
Spread abs.: 0.03
Spread %: 33.68%
Delta: 0.06
Theta: -0.04
Omega: 18.40
Rho: 0.04
 

Quote data

Open: 0.106
High: 0.106
Low: 0.079
Previous Close: 0.097
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.91%
1 Month
  -78.65%
3 Months
  -71.79%
YTD
  -93.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.088
1M High / 1M Low: 0.400 0.088
6M High / 6M Low: 1.300 0.088
High (YTD): 2024-02-05 1.300
Low (YTD): 2024-07-04 0.088
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.05%
Volatility 6M:   235.95%
Volatility 1Y:   -
Volatility 3Y:   -