Morgan Stanley Call 90 CL 20.12.2.../  DE000ME54C37  /

Stuttgart
11/7/2024  8:09:08 PM Chg.-2.46 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.84EUR -46.42% -
Bid Size: -
-
Ask Size: -
Colgate Palmolive Co 90.00 USD 12/20/2024 Call
 

Master data

WKN: ME54C3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 12/12/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 31.96
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.20
Implied volatility: 0.21
Historic volatility: 0.14
Parity: 0.20
Time value: 2.43
Break-even: 86.49
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.38%
Delta: 0.55
Theta: -0.03
Omega: 17.52
Rho: 0.05
 

Quote data

Open: 2.51
High: 2.84
Low: 2.51
Previous Close: 5.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.86%
1 Month
  -59.49%
3 Months
  -63.40%
YTD  
+70.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.30 2.84
1M High / 1M Low: 7.62 2.84
6M High / 6M Low: 8.69 2.84
High (YTD): 9/3/2024 8.69
Low (YTD): 1/8/2024 1.78
52W High: - -
52W Low: - -
Avg. price 1W:   4.42
Avg. volume 1W:   0.00
Avg. price 1M:   6.32
Avg. volume 1M:   0.00
Avg. price 6M:   6.86
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.81%
Volatility 6M:   91.66%
Volatility 1Y:   -
Volatility 3Y:   -