Morgan Stanley Call 560 URI 20.09.../  DE000ME2RAP7  /

Stuttgart
2024-07-16  9:13:12 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
17.53EUR - -
Bid Size: -
-
Ask Size: -
United Rentals 560.00 - 2024-09-20 Call
 

Master data

WKN: ME2RAP
Issuer: Morgan Stanley
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2024-09-20
Issue date: 2023-10-27
Last trading day: 2024-07-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 13.73
Intrinsic value: 13.29
Implied volatility: 1.02
Historic volatility: 0.33
Parity: 13.29
Time value: 4.78
Break-even: 740.70
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 0.56
Spread abs.: 0.38
Spread %: 2.15%
Delta: 0.77
Theta: -0.79
Omega: 2.96
Rho: 0.53
 

Quote data

Open: 14.70
High: 17.53
Low: 14.70
Previous Close: 14.64
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+113.00%
3 Months  
+21.06%
YTD  
+110.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 17.53 8.18
6M High / 6M Low: 17.93 7.55
High (YTD): 2024-03-04 17.93
Low (YTD): 2024-01-08 6.06
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.50
Avg. volume 1M:   0.00
Avg. price 6M:   12.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.47%
Volatility 6M:   139.88%
Volatility 1Y:   -
Volatility 3Y:   -