Morgan Stanley Call 127 6MK 20.09.2024
/ DE000ME2FCH5
Morgan Stanley Call 127 6MK 20.09.../ DE000ME2FCH5 /
| 2024-05-02 12:36:04 PM |
Chg.-0.050 |
Bid3:54:12 PM |
Ask3:54:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-6.17% |
0.750
Bid Size: 125,000 |
0.760
Ask Size: 125,000 |
MERCK CO. D... |
127.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME2FCH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-0.68 |
| Time value: |
0.81 |
| Break-even: |
135.10 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
6.93 |
| Rho: |
0.19 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
-21.65% |
| 3 Months |
|
|
-6.17% |
| YTD |
|
|
+295.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.810 |
| 1M High / 1M Low: |
0.970 |
0.650 |
| 6M High / 6M Low: |
1.090 |
0.092 |
| High (YTD): |
2024-03-28 |
1.090 |
| Low (YTD): |
2024-01-02 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.19% |
| Volatility 6M: |
|
203.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
