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Morgan Stanley Call 66 SHL 20.09..../  DE000ME15A78  /

Stuttgart
7/9/2024  3:21:29 PM Chg.+0.004 Bid4:03:22 PM Ask4:03:22 PM Underlying Strike price Expiration date Option type
0.024EUR +20.00% 0.021
Bid Size: 150,000		 0.040
Ask Size: 150,000		 SIEMENS HEALTH.AG NA... 66.00 EUR 9/20/2024 Call
 

Master data

WKN: ME15A7
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 133.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -1.26
Time value: 0.04
Break-even: 66.40
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.97
Spread abs.: 0.02
Spread %: 100.00%
Delta: 0.11
Theta: -0.01
Omega: 14.32
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.024
Low: 0.021
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -40.00%
3 Months
  -71.43%
YTD
  -78.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.019
1M High / 1M Low: 0.039 0.019
6M High / 6M Low: 0.154 0.019
High (YTD): 3/8/2024 0.154
Low (YTD): 7/5/2024 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.42%
Volatility 6M:   147.77%
Volatility 1Y:   -
Volatility 3Y:   -