Morgan Stanley Call 110 CHD 20.12.../  DE000ME66CH4  /

Stuttgart
2024-06-07  5:12:04 PM Chg.+0.020 Bid7:39:26 PM Ask7:39:26 PM Underlying Strike price Expiration date Option type
0.630EUR +3.28% 0.610
Bid Size: 40,000
0.640
Ask Size: 40,000
Church and Dwight Co... 110.00 - 2024-12-20 Call
 

Master data

WKN: ME66CH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.24
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.15
Parity: -1.09
Time value: 0.65
Break-even: 116.50
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.42
Theta: -0.03
Omega: 6.33
Rho: 0.19
 

Quote data

Open: 0.620
High: 0.630
Low: 0.620
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+6.78%
3 Months  
+12.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.567
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -