Morgan Stanley Call 52 SHL 20.12..../  DE000ME51601  /

Stuttgart
11/10/2024  20:14:37 Chg.+0.28 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.15EUR +14.97% -
Bid Size: -
-
Ask Size: -
SIEMENS HEALTH.AG NA... 52.00 EUR 20/12/2024 Call
 

Master data

WKN: ME5160
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 20/12/2024
Issue date: 11/12/2023
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 23.42
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 0.70
Implied volatility: 0.19
Historic volatility: 0.20
Parity: 0.70
Time value: 1.55
Break-even: 54.25
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 4.17%
Delta: 0.61
Theta: -0.01
Omega: 14.30
Rho: 0.06
 

Quote data

Open: 1.86
High: 2.15
Low: 1.86
Previous Close: 1.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month  
+58.09%
3 Months
  -32.81%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 1.60
1M High / 1M Low: 2.62 0.74
6M High / 6M Low: 3.20 0.74
High (YTD): 07/03/2024 3.45
Low (YTD): 23/09/2024 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   2.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   364.88%
Volatility 6M:   180.16%
Volatility 1Y:   -
Volatility 3Y:   -