Morgan Stanley Call 27 VAS 20.09..../  DE000ME9S0T2  /

Stuttgart
2024-05-17  2:36:08 PM Chg.+0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.185EUR +7.56% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 27.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0T
Issuer: Morgan Stanley
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.07
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.09
Time value: 0.20
Break-even: 29.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 6.38%
Delta: 0.51
Theta: -0.01
Omega: 6.62
Rho: 0.04
 

Quote data

Open: 0.184
High: 0.185
Low: 0.184
Previous Close: 0.172
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.19%
1 Month  
+6.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.161
1M High / 1M Low: 0.191 0.155
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -