Morgan Stanley Call 37 EUZ 20.12..../  DE000ME9SRS8  /

Stuttgart
2024-06-03  2:43:54 PM Chg.+0.03 Bid6:12:52 PM Ask6:12:52 PM Underlying Strike price Expiration date Option type
1.19EUR +2.59% 1.20
Bid Size: 7,500
1.27
Ask Size: 7,500
ECKERT+ZIEGLER INH ... 37.00 - 2024-12-20 Call
 

Master data

WKN: ME9SRS
Issuer: Morgan Stanley
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.87
Implied volatility: 0.55
Historic volatility: 0.39
Parity: 0.87
Time value: 0.36
Break-even: 49.30
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 6.03%
Delta: 0.78
Theta: -0.02
Omega: 2.90
Rho: 0.13
 

Quote data

Open: 1.21
High: 1.21
Low: 1.19
Previous Close: 1.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.65%
1 Month  
+72.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 1.05
1M High / 1M Low: 1.34 0.69
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -