Morgan Stanley Call 34 WIB 20.09..../  DE000ME9S0E4  /

Stuttgart
2024-05-21  6:45:01 PM Chg.0.00 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.70EUR 0.00% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 34.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0E
Issuer: Morgan Stanley
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 1.42
Implied volatility: 0.40
Historic volatility: 0.22
Parity: 1.42
Time value: 2.73
Break-even: 38.15
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.45
Spread %: 12.16%
Delta: 0.64
Theta: -0.01
Omega: 5.43
Rho: 0.06
 

Quote data

Open: 3.71
High: 3.71
Low: 3.70
Previous Close: 3.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.19%
1 Month  
+97.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.03 3.03
1M High / 1M Low: 4.03 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   3.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -