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Morgan Stanley Call 117.5 SQU 20..../  DE000ME2CA89  /

Stuttgart
2024-05-30  1:22:31 PM Chg.+0.030 Bid3:51:35 PM Ask3:51:35 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% 0.350
Bid Size: 50,000		 0.360
Ask Size: 50,000		 VINCI S.A. INH. EO... 117.50 EUR 2024-09-20 Call
 

Master data

WKN: ME2CA8
Issuer: Morgan Stanley
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 117.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.50
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -0.44
Time value: 0.31
Break-even: 120.60
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.41
Theta: -0.02
Omega: 15.07
Rho: 0.14
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+3.23%
3 Months
  -52.24%
YTD
  -48.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.520 0.280
6M High / 6M Low: 0.810 0.280
High (YTD): 2024-02-07 0.810
Low (YTD): 2024-05-02 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.385
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.79%
Volatility 6M:   152.61%
Volatility 1Y:   -
Volatility 3Y:   -