Morgan Stanley Call 56 SGM 20.12..../  DE000ME85SV1  /

Stuttgart
2024-07-30  8:59:18 PM Chg.- Bid9:15:34 AM Ask9:15:34 AM Underlying Strike price Expiration date Option type
0.014EUR - 0.014
Bid Size: 250,000
0.040
Ask Size: 250,000
STMICROELECTRONICS 56.00 EUR 2024-12-20 Call
 

Master data

WKN: ME85SV
Issuer: Morgan Stanley
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.32
Parity: -2.56
Time value: 0.04
Break-even: 56.40
Moneyness: 0.54
Premium: 0.85
Premium p.a.: 3.89
Spread abs.: 0.03
Spread %: 207.69%
Delta: 0.09
Theta: -0.01
Omega: 6.57
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.013
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -44.00%
3 Months
  -72.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.035 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -