OverviewChartNewsTraderScreen

Morgan Stanley Call 42 DSY 20.09..../  DE000ME10JL9  /

Stuttgart
2024-06-10  11:18:33 AM Chg.-0.008 Bid1:22:14 PM Ask1:22:14 PM Underlying Strike price Expiration date Option type
0.097EUR -7.62% 0.095
Bid Size: 250,000		 0.109
Ask Size: 250,000		 Dassault Systemes SE 42.00 EUR 2024-09-20 Call
 

Master data

WKN: ME10JL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.49
Time value: 0.13
Break-even: 43.25
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.72
Spread abs.: 0.02
Spread %: 19.05%
Delta: 0.31
Theta: -0.01
Omega: 9.13
Rho: 0.03
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.105
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.02%
1 Month
  -37.42%
3 Months
  -79.36%
YTD
  -88.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.119 0.099
1M High / 1M Low: 0.194 0.099
6M High / 6M Low: 1.010 0.099
High (YTD): 2024-01-30 1.010
Low (YTD): 2024-06-03 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.25%
Volatility 6M:   140.30%
Volatility 1Y:   -
Volatility 3Y:   -