OverviewChartNewsTraderScreen

Morgan Stanley Call 60 ADM 20.12..../  DE000ME53WD9  /

Stuttgart
9/2/2024  8:09:59 AM Chg.+0.003 Bid10:12:46 AM Ask10:12:46 AM Underlying Strike price Expiration date Option type
0.224EUR +1.36% 0.223
Bid Size: 10,000		 0.236
Ask Size: 10,000		 Archer Daniels Midla... 60.00 USD 12/20/2024 Call
 

Master data

WKN: ME53WD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 12/12/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 23.50
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.09
Implied volatility: 0.13
Historic volatility: 0.29
Parity: 0.09
Time value: 0.15
Break-even: 56.67
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 3.07%
Delta: 0.67
Theta: -0.01
Omega: 15.64
Rho: 0.10
 

Quote data

Open: 0.224
High: 0.224
Low: 0.224
Previous Close: 0.221
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.18%
1 Month  
+11.44%
3 Months
  -10.40%
YTD
  -36.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.237 0.221
1M High / 1M Low: 0.237 0.168
6M High / 6M Low: 0.310 0.146
High (YTD): 1/3/2024 0.380
Low (YTD): 1/25/2024 0.123
52W High: - -
52W Low: - -
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.46%
Volatility 6M:   90.70%
Volatility 1Y:   -
Volatility 3Y:   -