Morgan Stanley Call 60 DAL 20.12..../  DE000ME6NH51  /

Stuttgart
10/11/2024  8:59:17 PM Chg.+0.006 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.065EUR +10.17% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 60.00 USD 12/20/2024 Call
 

Master data

WKN: ME6NH5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 1/9/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.11
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -0.89
Time value: 0.09
Break-even: 55.78
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.73
Spread abs.: 0.00
Spread %: 3.45%
Delta: 0.20
Theta: -0.02
Omega: 10.46
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.065
Low: 0.050
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+96.97%
3 Months  
+38.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.059
1M High / 1M Low: 0.107 0.031
6M High / 6M Low: 0.320 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   476.64%
Volatility 6M:   272.53%
Volatility 1Y:   -
Volatility 3Y:   -