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Morgan Stanley Call 117.5 PM 20.0.../  DE000ME16YB6  /

Stuttgart
2024-05-31  5:46:41 PM Chg.+0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.037EUR +15.63% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 117.50 USD 2024-09-20 Call
 

Master data

WKN: ME16YB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 117.50 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: 194.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.49
Time value: 0.05
Break-even: 108.79
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 17.07%
Delta: 0.11
Theta: -0.01
Omega: 20.74
Rho: 0.03
 

Quote data

Open: 0.029
High: 0.037
Low: 0.029
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month  
+23.33%
3 Months  
+85.00%
YTD
  -41.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.030
1M High / 1M Low: 0.042 0.027
6M High / 6M Low: 0.083 0.018
High (YTD): 2024-01-04 0.078
Low (YTD): 2024-02-19 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.09%
Volatility 6M:   174.08%
Volatility 1Y:   -
Volatility 3Y:   -