Morgan Stanley Call 51 DSY 20.12..../  DE000ME9VJG4  /

Stuttgart
2024-05-30  9:06:13 PM Chg.- Bid11:02:00 AM Ask11:02:00 AM Underlying Strike price Expiration date Option type
0.094EUR - 0.090
Bid Size: 150,000
0.104
Ask Size: 150,000
Dassault Systemes SE 51.00 EUR 2024-12-20 Call
 

Master data

WKN: ME9VJG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Dassault Systemes SE
Type: Warrant
Option type: Call
Strike price: 51.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -1.35
Time value: 0.11
Break-even: 52.10
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.80
Spread abs.: 0.02
Spread %: 17.02%
Delta: 0.20
Theta: -0.01
Omega: 6.95
Rho: 0.04
 

Quote data

Open: 0.097
High: 0.098
Low: 0.094
Previous Close: 0.103
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.76%
1 Month
  -7.84%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.112 0.094
1M High / 1M Low: 0.113 0.083
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -