Morgan Stanley Call 870 Novo-Nord.../  DE000ME3AM45  /

Stuttgart
8/2/2024  8:45:48 PM Chg.-0.290 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.710EUR -29.00% -
Bid Size: -
-
Ask Size: -
- 870.00 DKK 9/20/2024 Call
 

Master data

WKN: ME3AM4
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 870.00 DKK
Maturity: 9/20/2024
Issue date: 11/8/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.60
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.04
Implied volatility: 0.48
Historic volatility: 0.34
Parity: 0.04
Time value: 0.82
Break-even: 125.20
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.67
Spread abs.: 0.14
Spread %: 19.44%
Delta: 0.55
Theta: -0.09
Omega: 7.53
Rho: 0.07
 

Quote data

Open: 0.980
High: 0.980
Low: 0.710
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month
  -59.89%
3 Months
  -18.39%
YTD  
+9.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.710
1M High / 1M Low: 1.830 0.670
6M High / 6M Low: 2.300 0.670
High (YTD): 6/25/2024 2.300
Low (YTD): 1/25/2024 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   1.172
Avg. volume 1M:   26.190
Avg. price 6M:   1.301
Avg. volume 6M:   12.992
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.91%
Volatility 6M:   213.37%
Volatility 1Y:   -
Volatility 3Y:   -