Morgan Stanley Call 200 SEJ1 20.0.../  DE000ME15002  /

Stuttgart
2024-06-07  8:28:24 PM Chg.-0.17 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.68EUR -9.19% -
Bid Size: -
-
Ask Size: -
SAFRAN INH. EO... 200.00 EUR 2024-09-20 Call
 

Master data

WKN: ME1500
Issuer: Morgan Stanley
Currency: EUR
Underlying: SAFRAN INH. EO -,20
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.13
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.86
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.86
Time value: 0.86
Break-even: 217.20
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.14
Spread %: 8.86%
Delta: 0.68
Theta: -0.06
Omega: 8.19
Rho: 0.35
 

Quote data

Open: 1.83
High: 1.83
Low: 1.67
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.38%
1 Month
  -7.69%
3 Months  
+46.09%
YTD  
+572.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.20 1.68
1M High / 1M Low: 2.37 1.58
6M High / 6M Low: 2.37 0.22
High (YTD): 2024-05-27 2.37
Low (YTD): 2024-01-05 0.22
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   224
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.52%
Volatility 6M:   151.87%
Volatility 1Y:   -
Volatility 3Y:   -