Morgan Stanley Call 52 DAL 20.12..../  DE000ME6NH36  /

Stuttgart
11/12/2024  8:26:15 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.13EUR - -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 52.00 - 12/20/2024 Call
 

Master data

WKN: ME6NH3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 12/20/2024
Issue date: 1/9/2024
Last trading day: 11/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.90
Implied volatility: 0.81
Historic volatility: 0.30
Parity: 0.90
Time value: 0.24
Break-even: 63.40
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.07
Omega: 4.17
Rho: 0.04
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.11
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+25.56%
1 Month  
+222.86%
3 Months  
+2725.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 0.90
1M High / 1M Low: 1.13 0.35
6M High / 6M Low: 1.13 0.04
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.66
Avg. volume 1M:   0.00
Avg. price 6M:   0.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.49%
Volatility 6M:   277.72%
Volatility 1Y:   -
Volatility 3Y:   -