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Morgan Stanley Call 570 MSCI 20.1.../  DE000ME13N75  /

Stuttgart
2024-11-19  3:27:05 PM Chg.-0.010 Bid8:10:19 PM Ask8:10:19 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.380
Bid Size: 100,000		 0.420
Ask Size: 100,000		 MSCI Inc 570.00 USD 2024-12-20 Call
 

Master data

WKN: ME13N7
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 570.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.73
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.22
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 0.22
Time value: 0.16
Break-even: 576.01
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.67
Theta: -0.40
Omega: 9.83
Rho: 0.28
 

Quote data

Open: 0.340
High: 0.340
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -37.25%
3 Months  
+6.67%
YTD
  -53.62%
1 Year
  -36.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.330
1M High / 1M Low: 0.570 0.212
6M High / 6M Low: 0.570 0.113
High (YTD): 2024-01-31 0.900
Low (YTD): 2024-07-04 0.113
52W High: 2024-01-31 0.900
52W Low: 2024-07-04 0.113
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   349.99%
Volatility 6M:   220.97%
Volatility 1Y:   200.03%
Volatility 3Y:   -