Morgan Stanley Call 32.5 SEE 20.0.../  DE000ME9GLW8  /

Stuttgart
2024-06-06  2:09:41 PM Chg.+0.14 Bid2:50:07 PM Ask2:50:07 PM Underlying Strike price Expiration date Option type
3.95EUR +3.67% 4.12
Bid Size: 1,000
4.27
Ask Size: 1,000
Sealed Air Corporati... 32.50 USD 2024-09-20 Call
 

Master data

WKN: ME9GLW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sealed Air Corporation
Type: Warrant
Option type: Call
Strike price: 32.50 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.30
Implied volatility: 0.42
Historic volatility: 0.31
Parity: 3.30
Time value: 0.51
Break-even: 37.51
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 2.70%
Delta: 0.85
Theta: -0.01
Omega: 4.08
Rho: 0.07
 

Quote data

Open: 3.96
High: 3.96
Low: 3.95
Previous Close: 3.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.39%
1 Month  
+58.00%
3 Months  
+46.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.81 2.68
1M High / 1M Low: 3.81 2.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.38
Avg. volume 1W:   0.00
Avg. price 1M:   3.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -