Morgan Stanley Call 32.5 WY 20.09.../  DE000ME8NDS1  /

Stuttgart
2024-05-21  8:14:00 AM Chg.-0.010 Bid8:16:31 AM Ask8:16:31 AM Underlying Strike price Expiration date Option type
0.104EUR -8.77% 0.105
Bid Size: 7,500
0.111
Ask Size: 7,500
Weyerhaeuser Company 32.50 USD 2024-09-20 Call
 

Master data

WKN: ME8NDS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.50 USD
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.88
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.12
Time value: 0.13
Break-even: 31.20
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.00
Spread %: 3.15%
Delta: 0.45
Theta: -0.01
Omega: 9.86
Rho: 0.04
 

Quote data

Open: 0.104
High: 0.104
Low: 0.104
Previous Close: 0.114
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.46%
1 Month
  -44.09%
3 Months
  -64.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.114
1M High / 1M Low: 0.195 0.114
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -