Morgan Stanley Call 55 SGM 20.09..../  DE000ME8N791  /

Stuttgart
2024-07-31  8:11:57 AM Chg.-0.001 Bid8:46:57 AM Ask8:46:57 AM Underlying Strike price Expiration date Option type
0.006EUR -14.29% 0.006
Bid Size: 5,000
0.040
Ask Size: 5,000
STMICROELECTRONICS 55.00 EUR 2024-09-20 Call
 

Master data

WKN: ME8N79
Issuer: Morgan Stanley
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.32
Parity: -2.46
Time value: 0.04
Break-even: 55.40
Moneyness: 0.55
Premium: 0.82
Premium p.a.: 72.00
Spread abs.: 0.03
Spread %: 471.43%
Delta: 0.09
Theta: -0.02
Omega: 6.62
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -45.45%
3 Months
  -76.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.014 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -