Morgan Stanley Call 90 EVD 20.09..../  DE000ME32RS1  /

Stuttgart
8/2/2024  9:04:37 PM Chg.-0.002 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.090EUR -2.17% -
Bid Size: -
-
Ask Size: -
CTS EVENTIM KGAA 90.00 - 9/20/2024 Call
 

Master data

WKN: ME32RS
Issuer: Morgan Stanley
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 9/20/2024
Issue date: 11/3/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -1.35
Time value: 0.12
Break-even: 91.22
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.81
Spread abs.: 0.03
Spread %: 35.56%
Delta: 0.19
Theta: -0.04
Omega: 11.92
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.091
Low: 0.088
Previous Close: 0.092
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -26.23%
3 Months
  -75.68%
YTD
  -67.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.151 0.090
6M High / 6M Low: 0.500 0.090
High (YTD): 4/8/2024 0.500
Low (YTD): 8/2/2024 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.21%
Volatility 6M:   200.38%
Volatility 1Y:   -
Volatility 3Y:   -