Morgan Stanley Call 105 CHD 20.12.../  DE000ME66CF8  /

Stuttgart
2024-05-31  9:23:00 PM Chg.+0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.760EUR +10.14% -
Bid Size: -
-
Ask Size: -
Church and Dwight Co... 105.00 - 2024-12-20 Call
 

Master data

WKN: ME66CF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.15
Parity: -0.64
Time value: 0.87
Break-even: 113.70
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.49
Theta: -0.03
Omega: 5.56
Rho: 0.22
 

Quote data

Open: 0.680
High: 0.760
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -20.83%
3 Months  
+20.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.640
1M High / 1M Low: 0.920 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -