Morgan Stanley Call 30 VAS 20.09..../  DE000ME9S0W6  /

Stuttgart
2024-05-31  6:06:34 PM Chg.+0.009 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.119EUR +8.18% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 30.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0W
Issuer: Morgan Stanley
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.31
Time value: 0.13
Break-even: 31.27
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 4.96%
Delta: 0.36
Theta: -0.01
Omega: 7.65
Rho: 0.03
 

Quote data

Open: 0.116
High: 0.119
Low: 0.116
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.65%
1 Month
  -0.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.125 0.110
1M High / 1M Low: 0.126 0.105
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -