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Morgan Stanley Call 95 PM 20.09.2.../  DE000ME24AU0  /

Stuttgart
09/07/2024  13:09:31 Chg.-0.040 Bid15:36:06 Ask15:36:06 Underlying Strike price Expiration date Option type
0.840EUR -4.55% 0.860
Bid Size: 40,000		 0.890
Ask Size: 40,000		 Philip Morris Intern... 95.00 USD 20/09/2024 Call
 

Master data

WKN: ME24AU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 20/09/2024
Issue date: 16/10/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.41
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.70
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 0.70
Time value: 0.21
Break-even: 96.81
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.78
Theta: -0.03
Omega: 8.14
Rho: 0.13
 

Quote data

Open: 0.850
High: 0.850
Low: 0.840
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -12.50%
3 Months  
+200.00%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.760
1M High / 1M Low: 0.940 0.650
6M High / 6M Low: 1.010 0.214
High (YTD): 06/06/2024 1.010
Low (YTD): 01/03/2024 0.214
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.23%
Volatility 6M:   162.90%
Volatility 1Y:   -
Volatility 3Y:   -