Morgan Stanley Call 37 HPQ 20.09..../  DE000ME450S0  /

Stuttgart
2024-05-06  9:08:16 PM Chg.- Bid9:32:40 AM Ask9:32:40 AM Underlying Strike price Expiration date Option type
0.220EUR - 0.200
Bid Size: 750
0.320
Ask Size: 750
HP Inc 37.00 USD 2024-09-20 Call
 

Master data

WKN: ME450S
Issuer: Morgan Stanley
Currency: EUR
Underlying: HP Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-24
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 101.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -7.97
Time value: 0.26
Break-even: 34.61
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.07
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.11
Theta: 0.00
Omega: 11.59
Rho: 0.01
 

Quote data

Open: 0.200
High: 0.220
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -38.89%
3 Months
  -8.33%
YTD
  -62.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.430 0.211
6M High / 6M Low: - -
High (YTD): 2024-03-11 0.850
Low (YTD): 2024-02-29 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -