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Morgan Stanley Call 127.5 SQU 20..../  DE000ME2CAB9  /

Stuttgart
2024-06-07  1:36:37 PM Chg.-0.014 Bid2:32:14 PM Ask2:32:14 PM Underlying Strike price Expiration date Option type
0.054EUR -20.59% 0.056
Bid Size: 80,000		 0.063
Ask Size: 80,000		 VINCI S.A. INH. EO... 127.50 EUR 2024-09-20 Call
 

Master data

WKN: ME2CAB
Issuer: Morgan Stanley
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 127.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 142.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.38
Time value: 0.08
Break-even: 128.30
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 12.68%
Delta: 0.15
Theta: -0.01
Omega: 21.13
Rho: 0.05
 

Quote data

Open: 0.055
High: 0.055
Low: 0.054
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.87%
1 Month
  -53.04%
3 Months
  -79.23%
YTD
  -81.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.068
1M High / 1M Low: 0.167 0.068
6M High / 6M Low: 0.390 0.068
High (YTD): 2024-02-07 0.370
Low (YTD): 2024-06-06 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.56%
Volatility 6M:   168.92%
Volatility 1Y:   -
Volatility 3Y:   -