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Morgan Stanley Call 105 SWK 20.09.../  DE000ME16ED4  /

Stuttgart
2024-05-28  10:15:03 AM Chg.- Bid9:21:09 AM Ask9:21:09 AM Underlying Strike price Expiration date Option type
0.079EUR - 0.067
Bid Size: 3,750		 0.086
Ask Size: 3,750		 Stanley Black and De... 105.00 - 2024-09-20 Call
 

Master data

WKN: ME16ED
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -2.67
Time value: 0.08
Break-even: 105.84
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 1.63
Spread abs.: 0.01
Spread %: 18.31%
Delta: 0.11
Theta: -0.01
Omega: 10.51
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.78%
1 Month
  -68.40%
3 Months
  -69.62%
YTD
  -89.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.101 0.077
1M High / 1M Low: 0.270 0.077
6M High / 6M Low: 0.950 0.077
High (YTD): 2024-01-02 0.730
Low (YTD): 2024-05-27 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.69%
Volatility 6M:   211.02%
Volatility 1Y:   -
Volatility 3Y:   -