Morgan Stanley Call 32.5 WY 20.09.../  DE000ME8NDS1  /

Stuttgart
2024-05-27  2:20:30 PM Chg.0.000 Bid4:54:23 PM Ask4:54:23 PM Underlying Strike price Expiration date Option type
0.081EUR 0.00% 0.082
Bid Size: 7,500
0.087
Ask Size: 7,500
Weyerhaeuser Company 32.50 USD 2024-09-20 Call
 

Master data

WKN: ME8NDS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.50 USD
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.38
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.21
Time value: 0.09
Break-even: 30.82
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 3.61%
Delta: 0.35
Theta: -0.01
Omega: 11.48
Rho: 0.03
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -46.36%
3 Months
  -68.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.081
1M High / 1M Low: 0.150 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -