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Morgan Stanley Call 127.5 SQU 20..../  DE000ME2CAB9  /

Stuttgart
2024-05-17  8:13:07 PM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.112EUR -15.15% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 127.50 EUR 2024-09-20 Call
 

Master data

WKN: ME2CAB
Issuer: Morgan Stanley
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 127.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 92.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -1.25
Time value: 0.12
Break-even: 128.74
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 8.77%
Delta: 0.20
Theta: -0.02
Omega: 18.61
Rho: 0.07
 

Quote data

Open: 0.113
High: 0.113
Low: 0.111
Previous Close: 0.132
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.93%
1 Month
  -23.29%
3 Months
  -34.50%
YTD
  -61.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.112
1M High / 1M Low: 0.167 0.099
6M High / 6M Low: 0.390 0.099
High (YTD): 2024-02-07 0.370
Low (YTD): 2024-04-29 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.18%
Volatility 6M:   166.40%
Volatility 1Y:   -
Volatility 3Y:   -