Morgan Stanley Call 35 WY 20.12.2.../  DE000ME8NDU7  /

Stuttgart
2024-05-17  2:49:59 PM Chg.-0.005 Bid4:15:12 PM Ask4:15:12 PM Underlying Strike price Expiration date Option type
0.118EUR -4.07% 0.113
Bid Size: 100,000
0.116
Ask Size: 100,000
Weyerhaeuser Company 35.00 USD 2024-12-20 Call
 

Master data

WKN: ME8NDU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.27
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -0.36
Time value: 0.12
Break-even: 33.44
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.24%
Delta: 0.35
Theta: -0.01
Omega: 8.23
Rho: 0.05
 

Quote data

Open: 0.118
High: 0.118
Low: 0.118
Previous Close: 0.123
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.51%
1 Month
  -34.44%
3 Months
  -51.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.123 0.114
1M High / 1M Low: 0.180 0.114
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:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -