Morgan Stanley Call 37.5 WY 20.12.../  DE000ME8NDX1  /

Stuttgart
2024-05-16  8:09:42 PM Chg.+0.001 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.079EUR +1.28% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 37.50 USD 2024-12-20 Call
 

Master data

WKN: ME8NDX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 37.50 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: 35.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.56
Time value: 0.08
Break-even: 35.26
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.40
Spread abs.: 0.00
Spread %: 3.80%
Delta: 0.26
Theta: -0.01
Omega: 8.97
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.079
Low: 0.077
Previous Close: 0.078
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.72%
1 Month
  -39.23%
3 Months
  -49.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.069
1M High / 1M Low: 0.130 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -