Morgan Stanley Call 70 BNP 20.09..../  DE000ME10AJ2  /

Stuttgart
8/12/2024  11:20:59 AM Chg.-0.002 Bid3:54:23 PM Ask3:54:23 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.007
Bid Size: 175,000
0.040
Ask Size: 50,000
BNP PARIBAS INH. ... 70.00 EUR 9/20/2024 Call
 

Master data

WKN: ME10AJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 9/20/2024
Issue date: 9/22/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 148.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -1.08
Time value: 0.04
Break-even: 70.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 4.02
Spread abs.: 0.03
Spread %: 300.00%
Delta: 0.11
Theta: -0.02
Omega: 16.89
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -79.49%
3 Months
  -97.14%
YTD
  -95.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.009
1M High / 1M Low: 0.083 0.009
6M High / 6M Low: 0.330 0.009
High (YTD): 5/20/2024 0.330
Low (YTD): 8/7/2024 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   10,000
Avg. price 1M:   0.041
Avg. volume 1M:   8,666.667
Avg. price 6M:   0.112
Avg. volume 6M:   6,700.787
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.87%
Volatility 6M:   311.34%
Volatility 1Y:   -
Volatility 3Y:   -