Morgan Stanley Call 120 SWK 20.12.../  DE000ME65JP4  /

Stuttgart
2024-05-28  10:06:39 AM Chg.+0.003 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.077EUR +4.05% -
Bid Size: -
-
Ask Size: -
Stanley Black and De... 120.00 - 2024-12-20 Call
 

Master data

WKN: ME65JP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.60
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -4.07
Time value: 0.10
Break-even: 120.96
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 28.00%
Delta: 0.10
Theta: -0.01
Omega: 8.43
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.44%
1 Month
  -57.46%
3 Months
  -60.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.074
1M High / 1M Low: 0.189 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -