Morgan Stanley Call 10 FR 20.09.2.../  DE000ME8HNZ7  /

Stuttgart
2024-06-07  6:20:56 PM Chg.-0.012 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.164EUR -6.82% -
Bid Size: -
-
Ask Size: -
Valeo SA 10.00 EUR 2024-09-20 Call
 

Master data

WKN: ME8HNZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Valeo SA
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.43
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.08
Implied volatility: 0.53
Historic volatility: 0.37
Parity: 0.08
Time value: 0.09
Break-even: 11.68
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 2.44%
Delta: 0.67
Theta: -0.01
Omega: 4.33
Rho: 0.02
 

Quote data

Open: 0.169
High: 0.169
Low: 0.164
Previous Close: 0.176
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.81%
1 Month
  -41.43%
3 Months
  -21.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.229 0.164
1M High / 1M Low: 0.350 0.164
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -