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Morgan Stanley Call 39 DSY 20.09..../  DE000ME10JH7  /

Stuttgart
2024-05-31  11:31:46 AM Chg.-0.034 Bid3:15:08 PM Ask3:15:08 PM Underlying Strike price Expiration date Option type
0.183EUR -15.67% 0.184
Bid Size: 150,000		 0.198
Ask Size: 150,000		 Dassault Systemes SE 39.00 EUR 2024-09-20 Call
 

Master data

WKN: ME10JH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.97
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.15
Time value: 0.24
Break-even: 41.35
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 7.31%
Delta: 0.48
Theta: -0.01
Omega: 7.67
Rho: 0.05
 

Quote data

Open: 0.183
High: 0.183
Low: 0.183
Previous Close: 0.217
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.64%
1 Month
  -16.06%
3 Months
  -75.92%
YTD
  -82.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.217
1M High / 1M Low: 0.330 0.205
6M High / 6M Low: 1.240 0.205
High (YTD): 2024-01-30 1.240
Low (YTD): 2024-05-03 0.205
52W High: - -
52W Low: - -
Avg. price 1W:   0.263
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.09%
Volatility 6M:   123.33%
Volatility 1Y:   -
Volatility 3Y:   -