Morgan Stanley Call 38 WIB 20.09..../  DE000ME9S0J3  /

Stuttgart
2024-06-10  5:52:43 PM Chg.- Bid8:01:05 AM Ask8:01:05 AM Underlying Strike price Expiration date Option type
1.58EUR - 1.58
Bid Size: 400
-
Ask Size: -
WIENERBERGER 38.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0J
Issuer: Morgan Stanley
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.15
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -3.88
Time value: 1.88
Break-even: 39.88
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.75
Spread abs.: 0.28
Spread %: 17.50%
Delta: 0.38
Theta: -0.02
Omega: 6.94
Rho: 0.03
 

Quote data

Open: 1.57
High: 1.58
Low: 1.57
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.48%
1 Month
  -20.20%
3 Months  
+12.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.45
1M High / 1M Low: 1.99 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -