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

Stuttgart
2024-06-06  6:41:46 PM Chg.-0.009 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.068EUR -11.69% -
Bid Size: -		 -
Ask Size: -		 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: 144.05
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.37
Time value: 0.08
Break-even: 128.29
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 5.33%
Delta: 0.15
Theta: -0.01
Omega: 21.37
Rho: 0.05
 

Quote data

Open: 0.067
High: 0.068
Low: 0.067
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.69%
1 Month
  -40.87%
3 Months
  -73.85%
YTD
  -76.55%
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:   -