Morgan Stanley Call 12 FOLD 20.12.../  DE000ME84M39  /

Stuttgart
2024-06-07  8:59:23 PM Chg.-0.110 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.890EUR -11.00% -
Bid Size: -
-
Ask Size: -
Amicus Therapeutics ... 12.00 USD 2024-12-20 Call
 

Master data

WKN: ME84M3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amicus Therapeutics Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -1.81
Time value: 0.96
Break-even: 12.07
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.63
Spread abs.: 0.08
Spread %: 9.09%
Delta: 0.43
Theta: 0.00
Omega: 4.15
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.920
Low: 0.890
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.25%
1 Month
  -1.11%
3 Months
  -63.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.890
1M High / 1M Low: 1.030 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -