Morgan Stanley Call 75 FIS 20.12..../  DE000ME65NE0  /

Stuttgart
14/11/2024  17:51:46 Chg.-0.01 Bid20:45:41 Ask20:45:41 Underlying Strike price Expiration date Option type
1.34EUR -0.74% 1.39
Bid Size: 400,000
1.40
Ask Size: 400,000
Fidelity National In... 75.00 USD 20/12/2024 Call
 

Master data

WKN: ME65NE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fidelity National Information Services Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/12/2024
Issue date: 02/01/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.31
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 1.31
Time value: 0.07
Break-even: 84.78
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.73%
Delta: 0.92
Theta: -0.03
Omega: 5.59
Rho: 0.06
 

Quote data

Open: 1.36
High: 1.36
Low: 1.34
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.64%
1 Month  
+5.51%
3 Months  
+100.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.12
1M High / 1M Low: 1.57 1.07
6M High / 6M Low: 1.57 0.50
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   539.30
Avg. price 6M:   0.87
Avg. volume 6M:   212.36
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.77%
Volatility 6M:   120.28%
Volatility 1Y:   -
Volatility 3Y:   -