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Morgan Stanley Call 115 PM 20.09..../  DE000ME16YA8  /

Stuttgart
2024-05-31  5:46:41 PM Chg.+0.008 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.048EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 115.00 USD 2024-09-20 Call
 

Master data

WKN: ME16YA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 150.73
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.26
Time value: 0.06
Break-even: 106.63
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 14.81%
Delta: 0.14
Theta: -0.01
Omega: 20.59
Rho: 0.04
 

Quote data

Open: 0.038
High: 0.048
Low: 0.038
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+33.33%
3 Months  
+108.70%
YTD
  -39.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.039
1M High / 1M Low: 0.055 0.035
6M High / 6M Low: 0.101 0.022
High (YTD): 2024-01-04 0.100
Low (YTD): 2024-02-19 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.79%
Volatility 6M:   186.62%
Volatility 1Y:   -
Volatility 3Y:   -