Morgan Stanley Call 115 WCH 20.12.../  DE000ME6ZSV1  /

Stuttgart
2024-05-31  6:13:32 PM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% -
Bid Size: -
-
Ask Size: -
WACKER CHEMIE ... 115.00 EUR 2024-12-20 Call
 

Master data

WKN: ME6ZSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 27.54
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.34
Parity: -1.31
Time value: 0.37
Break-even: 118.70
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.33
Theta: -0.02
Omega: 9.03
Rho: 0.16
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.33%
3 Months
  -18.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.380 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -