Morgan Stanley Call 70 0B2 20.12..../  DE000ME86FB8  /

Stuttgart
7/17/2024  4:09:31 PM Chg.+0.010 Bid4:56:04 PM Ask4:56:04 PM Underlying Strike price Expiration date Option type
0.310EUR +3.33% 0.300
Bid Size: 20,000
-
Ask Size: -
BAWAG GROUP AG 70.00 EUR 12/20/2024 Call
 

Master data

WKN: ME86FB
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/20/2024
Issue date: 2/5/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.97
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.41
Time value: 0.30
Break-even: 73.00
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.27
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.42
Theta: -0.02
Omega: 9.26
Rho: 0.11
 

Quote data

Open: 0.300
High: 0.310
Low: 0.300
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.02%
1 Month  
+496.15%
3 Months  
+1309.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.189
1M High / 1M Low: 0.300 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -