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Morgan Stanley Call 61.5 SHL 20.0.../  DE000ME15A29  /

Stuttgart
7/9/2024  3:21:26 PM Chg.+0.008 Bid4:02:07 PM Ask4:02:07 PM Underlying Strike price Expiration date Option type
0.043EUR +22.86% 0.038
Bid Size: 150,000		 0.048
Ask Size: 150,000		 SIEMENS HEALTH.AG NA... 61.50 EUR 9/20/2024 Call
 

Master data

WKN: ME15A2
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 61.50 EUR
Maturity: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 116.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.81
Time value: 0.05
Break-even: 61.96
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 35.29%
Delta: 0.15
Theta: -0.01
Omega: 17.02
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.043
Low: 0.036
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.22%
1 Month
  -44.16%
3 Months
  -70.34%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.033
1M High / 1M Low: 0.076 0.033
6M High / 6M Low: 0.260 0.033
High (YTD): 3/8/2024 0.260
Low (YTD): 7/3/2024 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.64%
Volatility 6M:   153.41%
Volatility 1Y:   -
Volatility 3Y:   -