Morgan Stanley Call 190 PWR 20.12.../  DE000ME849F0  /

Stuttgart
2024-05-21  10:20:39 AM Chg.+0.01 Bid3:43:57 PM Ask3:43:57 PM Underlying Strike price Expiration date Option type
7.99EUR +0.13% 7.97
Bid Size: 15,000
8.06
Ask Size: 15,000
Quanta Services Inc 190.00 USD 2024-12-20 Call
 

Master data

WKN: ME849F
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.03
Leverage: Yes

Calculated values

Fair value: 7.59
Intrinsic value: 7.15
Implied volatility: 0.47
Historic volatility: 0.26
Parity: 7.15
Time value: 0.98
Break-even: 256.25
Moneyness: 1.41
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 0.99%
Delta: 0.88
Theta: -0.06
Omega: 2.68
Rho: 0.80
 

Quote data

Open: 7.99
High: 7.99
Low: 7.99
Previous Close: 7.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month  
+26.03%
3 Months  
+103.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.27 7.70
1M High / 1M Low: 8.43 6.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.91
Avg. volume 1W:   0.00
Avg. price 1M:   7.73
Avg. volume 1M:   3.25
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -