Morgan Stanley Call 80 BRM 20.12..../  DE000ME66BM6  /

Stuttgart
10/28/2024  5:35:33 PM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.012EUR - -
Bid Size: -
-
Ask Size: -
BRISTOL-MYERS SQUIBB... 80.00 - 12/20/2024 Call
 

Master data

WKN: ME66BM
Issuer: Morgan Stanley
Currency: EUR
Underlying: BRISTOL-MYERS SQUIBBDL-10
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2024
Issue date: 1/2/2024
Last trading day: 10/29/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 138.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.26
Parity: -2.47
Time value: 0.04
Break-even: 80.40
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 43.60
Spread abs.: 0.03
Spread %: 344.44%
Delta: 0.08
Theta: -0.03
Omega: 10.37
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.012
Low: 0.010
Previous Close: 0.012
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.69%
3 Months
  -53.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.013 0.012
6M High / 6M Low: 0.037 0.012
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.26%
Volatility 6M:   119.88%
Volatility 1Y:   -
Volatility 3Y:   -