Morgan Stanley Call 47 703 20.12..../  DE000ME9RZU9  /

Stuttgart
2024-05-15  8:11:52 PM Chg.-0.050 Bid8:51:34 PM Ask8:51:34 PM Underlying Strike price Expiration date Option type
0.590EUR -7.81% 0.590
Bid Size: 3,750
-
Ask Size: -
ALFEN N.V. EO -,10 47.00 EUR 2024-12-20 Call
 

Master data

WKN: ME9RZU
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.28
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.61
Parity: -0.43
Time value: 0.68
Break-even: 53.80
Moneyness: 0.91
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.53
Theta: -0.02
Omega: 3.35
Rho: 0.10
 

Quote data

Open: 0.630
High: 0.630
Low: 0.590
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.32%
1 Month  
+13.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 0.640 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -