Morgan Stanley Call 540 ISRG 20.1.../  DE000ME80XP4  /

Stuttgart
10/18/2024  2:46:46 PM Chg.-0.025 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.029EUR -46.30% -
Bid Size: -
-
Ask Size: -
Intuitive Surgical I... 540.00 USD 12/20/2024 Call
 

Master data

WKN: ME80XP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 12/20/2024
Issue date: 1/31/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.26
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.17
Time value: 0.14
Break-even: 510.48
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 4.62%
Delta: 0.41
Theta: -0.17
Omega: 14.29
Rho: 0.31
 

Quote data

Open: 0.025
High: 0.029
Low: 0.025
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.57%
1 Month
  -76.23%
3 Months
  -73.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.029
1M High / 1M Low: 0.124 0.029
6M High / 6M Low: 0.172 0.029
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.30%
Volatility 6M:   203.81%
Volatility 1Y:   -
Volatility 3Y:   -