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Morgan Stanley Call 90 HEI 20.09..../  DE000ME23MA9  /

Stuttgart
16/08/2024  12:56:33 Chg.+0.020 Bid14:55:42 Ask14:55:42 Underlying Strike price Expiration date Option type
0.300EUR +7.14% 0.280
Bid Size: 100,000		 0.290
Ask Size: 100,000		 HEIDELBERG MATERIALS... 90.00 EUR 20/09/2024 Call
 

Master data

WKN: ME23MA
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 20/09/2024
Issue date: 16/10/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 31.12
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.02
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.02
Time value: 0.27
Break-even: 92.90
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.55
Theta: -0.04
Omega: 17.05
Rho: 0.04
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.00%
1 Month
  -62.50%
3 Months
  -53.13%
YTD  
+54.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.200
1M High / 1M Low: 0.800 0.200
6M High / 6M Low: 0.800 0.200
High (YTD): 23/07/2024 0.800
Low (YTD): 03/01/2024 0.166
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.511
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.96%
Volatility 6M:   134.31%
Volatility 1Y:   -
Volatility 3Y:   -