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Morgan Stanley Call 18 WBA 21.06..../  DE000ME0PZ46  /

Stuttgart
2024-05-23  4:34:50 PM Chg.-0.056 Bid5:59:52 PM Ask5:59:52 PM Underlying Strike price Expiration date Option type
0.164EUR -25.45% 0.166
Bid Size: 30,000		 0.202
Ask Size: 30,000		 Walgreens Boots Alli... 18.00 USD 2024-06-21 Call
 

Master data

WKN: ME0PZ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 60.86
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -1.41
Time value: 0.25
Break-even: 16.88
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 2.69
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.25
Theta: -0.01
Omega: 15.19
Rho: 0.00
 

Quote data

Open: 0.220
High: 0.220
Low: 0.164
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.11%
1 Month
  -77.22%
3 Months
  -90.06%
YTD
  -91.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.220
1M High / 1M Low: 0.720 0.220
6M High / 6M Low: 1.980 0.220
High (YTD): 2024-01-02 1.980
Low (YTD): 2024-05-22 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   1.373
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.08%
Volatility 6M:   177.42%
Volatility 1Y:   -
Volatility 3Y:   -