Morgan Stanley Call 57.5 ADM 20.1.../  DE000ME7HCL2  /

Stuttgart
2024-07-05  5:58:11 PM Chg.-0.120 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.620EUR -16.22% -
Bid Size: -
-
Ask Size: -
Archer Daniels Midla... 57.50 USD 2024-12-20 Call
 

Master data

WKN: ME7HCL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 57.50 USD
Maturity: 2024-12-20
Issue date: 2024-01-24
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.73
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.48
Implied volatility: 0.27
Historic volatility: 0.30
Parity: 0.48
Time value: 0.27
Break-even: 60.69
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.74
Theta: -0.01
Omega: 5.75
Rho: 0.16
 

Quote data

Open: 0.740
High: 0.740
Low: 0.620
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month
  -11.43%
3 Months
  -34.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.620
1M High / 1M Low: 0.740 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.642
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -