Morgan Stanley Call 85 GOB 20.12..../  DE000ME5YNP9  /

Stuttgart
2024-11-12  8:50:31 PM Chg.-0.140 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.400EUR -25.93% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 85.00 EUR 2024-12-20 Call
 

Master data

WKN: ME5YNP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.85
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.41
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.41
Time value: 0.19
Break-even: 91.00
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 11.11%
Delta: 0.71
Theta: -0.04
Omega: 10.61
Rho: 0.06
 

Quote data

Open: 0.500
High: 0.520
Low: 0.400
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.15%
1 Month  
+48.15%
3 Months  
+205.34%
YTD  
+102.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.260
1M High / 1M Low: 0.540 0.200
6M High / 6M Low: 0.540 0.125
High (YTD): 2024-11-11 0.540
Low (YTD): 2024-01-23 0.114
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.29%
Volatility 6M:   253.15%
Volatility 1Y:   -
Volatility 3Y:   -