Morgan Stanley Call 60 0B2 20.12..../  DE000ME86F51  /

Stuttgart
18/10/2024  17:21:02 Chg.+0.08 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.15EUR +7.48% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 60.00 EUR 20/12/2024 Call
 

Master data

WKN: ME86F5
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 20/12/2024
Issue date: 05/02/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.12
Implied volatility: 0.20
Historic volatility: 0.24
Parity: 1.12
Time value: 0.04
Break-even: 71.50
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: -0.01
Spread %: -0.86%
Delta: 0.99
Theta: -0.01
Omega: 6.10
Rho: 0.10
 

Quote data

Open: 1.11
High: 1.15
Low: 1.11
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -6.50%
3 Months  
+23.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.00
1M High / 1M Low: 1.29 0.69
6M High / 6M Low: 1.29 0.22
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.61%
Volatility 6M:   176.28%
Volatility 1Y:   -
Volatility 3Y:   -