Morgan Stanley Call 64 DAL 20.12..../  DE000ME6NH69  /

Stuttgart
7/8/2024  6:51:23 PM Chg.+0.006 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.057EUR +11.76% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 64.00 USD 12/20/2024 Call
 

Master data

WKN: ME6NH6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 64.00 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: 83.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -1.66
Time value: 0.05
Break-even: 59.63
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.11
Spread abs.: 0.00
Spread %: 4.08%
Delta: 0.11
Theta: -0.01
Omega: 9.54
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.057
Low: 0.047
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.94%
1 Month
  -51.69%
3 Months
  -55.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.051
1M High / 1M Low: 0.124 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -