Morgan Stanley Call 20 UEN 20.12..../  DE000ME76SG1  /

Stuttgart
2024-06-07  6:23:47 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.670EUR +3.08% -
Bid Size: -
-
Ask Size: -
UBISOFT ENTMT IN.EO-... 20.00 EUR 2024-12-20 Call
 

Master data

WKN: ME76SG
Issuer: Morgan Stanley
Currency: EUR
Underlying: UBISOFT ENTMT IN.EO-,0775
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-19
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.33
Implied volatility: 0.82
Historic volatility: 0.40
Parity: 0.33
Time value: 0.38
Break-even: 27.10
Moneyness: 1.16
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 5.97%
Delta: 0.72
Theta: -0.01
Omega: 2.36
Rho: 0.05
 

Quote data

Open: 0.690
High: 0.690
Low: 0.670
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.84%
1 Month
  -1.47%
3 Months  
+42.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.640
1M High / 1M Low: 0.800 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -