Morgan Stanley Call 240 PWR 20.09.../  DE000ME17FM0  /

Stuttgart
2024-05-21  11:15:21 AM Chg.-0.03 Bid5:31:59 PM Ask5:31:59 PM Underlying Strike price Expiration date Option type
3.45EUR -0.86% 3.65
Bid Size: 15,000
3.82
Ask Size: 15,000
Quanta Services Inc 240.00 USD 2024-09-20 Call
 

Master data

WKN: ME17FM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.73
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 2.55
Implied volatility: 0.36
Historic volatility: 0.26
Parity: 2.55
Time value: 1.11
Break-even: 257.59
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.16
Spread %: 4.57%
Delta: 0.75
Theta: -0.08
Omega: 5.08
Rho: 0.50
 

Quote data

Open: 3.45
High: 3.45
Low: 3.45
Previous Close: 3.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+46.81%
3 Months  
+216.51%
YTD  
+173.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.78 3.25
1M High / 1M Low: 3.93 2.56
6M High / 6M Low: 3.93 0.40
High (YTD): 2024-05-09 3.93
Low (YTD): 2024-01-23 0.52
52W High: - -
52W Low: - -
Avg. price 1W:   3.47
Avg. volume 1W:   0.00
Avg. price 1M:   3.31
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.48%
Volatility 6M:   180.00%
Volatility 1Y:   -
Volatility 3Y:   -