Morgan Stanley Call 60 FRA 20.09..../  DE000ME10ZS0  /

Stuttgart
2024-07-29  4:24:52 PM Chg.+0.004 Bid5:41:45 PM Ask5:41:45 PM Underlying Strike price Expiration date Option type
0.050EUR +8.70% 0.047
Bid Size: 10,000
0.063
Ask Size: 10,000
FRAPORT AG FFM.AIRPO... 60.00 EUR 2024-09-20 Call
 

Master data

WKN: ME10ZS
Issuer: Morgan Stanley
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.28
Parity: -1.31
Time value: 0.07
Break-even: 60.69
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 4.90
Spread abs.: 0.02
Spread %: 53.33%
Delta: 0.15
Theta: -0.02
Omega: 10.09
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.050
Low: 0.048
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -26.47%
3 Months
  -56.52%
YTD
  -90.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.045
1M High / 1M Low: 0.064 0.045
6M High / 6M Low: 0.470 0.045
High (YTD): 2024-01-10 0.510
Low (YTD): 2024-07-25 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.17%
Volatility 6M:   159.15%
Volatility 1Y:   -
Volatility 3Y:   -