Morgan Stanley Call 325 WTW 20.12.../  DE000ME9GEU7  /

Stuttgart
2024-05-31  8:57:47 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% -
Bid Size: -
-
Ask Size: -
Willis Towers Watson... 325.00 USD 2024-12-20 Call
 

Master data

WKN: ME9GEU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Willis Towers Watson Public Limited Company
Type: Warrant
Option type: Call
Strike price: 325.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.80
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -6.43
Time value: 0.74
Break-even: 306.98
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.62
Spread abs.: 0.17
Spread %: 29.82%
Delta: 0.23
Theta: -0.05
Omega: 7.46
Rho: 0.26
 

Quote data

Open: 0.540
High: 0.570
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -9.52%
3 Months
  -46.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.640 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -