Morgan Stanley Call 16 XCA 20.09..../  DE000ME10JY2  /

Stuttgart
2024-06-04  9:24:46 PM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.239EUR -4.02% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 16.00 EUR 2024-09-20 Call
 

Master data

WKN: ME10JY
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 51.29
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.13
Time value: 0.29
Break-even: 16.29
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.36
Spread abs.: 0.05
Spread %: 21.34%
Delta: 0.30
Theta: 0.00
Omega: 15.45
Rho: 0.01
 

Quote data

Open: 0.207
High: 0.239
Low: 0.207
Previous Close: 0.249
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.59%
1 Month  
+46.63%
3 Months  
+195.06%
YTD  
+42.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.249
1M High / 1M Low: 0.340 0.204
6M High / 6M Low: 0.340 0.078
High (YTD): 2024-05-20 0.340
Low (YTD): 2024-03-05 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.53%
Volatility 6M:   137.12%
Volatility 1Y:   -
Volatility 3Y:   -