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Morgan Stanley Call 515 MSCI 20.1.../  DE000ME13N18  /

Stuttgart
10/15/2024  9:27:59 PM Chg.+0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.990EUR +5.32% -
Bid Size: -		 -
Ask Size: -		 MSCI Inc 515.00 USD 12/20/2024 Call
 

Master data

WKN: ME13N1
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 515.00 USD
Maturity: 12/20/2024
Issue date: 9/26/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.85
Implied volatility: 0.51
Historic volatility: 0.25
Parity: 0.85
Time value: 0.16
Break-even: 573.09
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 6.32%
Delta: 0.81
Theta: -0.28
Omega: 4.49
Rho: 0.64
 

Quote data

Open: 0.960
High: 0.990
Low: 0.960
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.79%
1 Month  
+50.00%
3 Months  
+167.57%
YTD     0.00%
1 Year  
+20.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.910
1M High / 1M Low: 0.990 0.500
6M High / 6M Low: 0.990 0.220
High (YTD): 1/31/2024 1.250
Low (YTD): 4/23/2024 0.220
52W High: 1/31/2024 1.250
52W Low: 4/23/2024 0.220
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.646
Avg. volume 1Y:   0.000
Volatility 1M:   110.42%
Volatility 6M:   171.79%
Volatility 1Y:   148.89%
Volatility 3Y:   -