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Morgan Stanley Call 120 PM 20.09..../  DE000ME16YC4  /

Stuttgart
2024-06-12  9:08:30 PM Chg.- Bid8:00:23 AM Ask8:00:23 AM Underlying Strike price Expiration date Option type
0.035EUR - 0.030
Bid Size: 2,000		 0.063
Ask Size: 2,000		 Philip Morris Intern... 120.00 USD 2024-09-20 Call
 

Master data

WKN: ME16YC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 220.78
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -1.60
Time value: 0.04
Break-even: 111.41
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 16.22%
Delta: 0.09
Theta: -0.01
Omega: 20.85
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.038
Low: 0.035
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+25.00%
3 Months  
+25.00%
YTD
  -31.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.035
1M High / 1M Low: 0.046 0.021
6M High / 6M Low: 0.067 0.016
High (YTD): 2024-01-04 0.063
Low (YTD): 2024-02-19 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.71%
Volatility 6M:   174.91%
Volatility 1Y:   -
Volatility 3Y:   -