Morgan Stanley Call 48 ROL 21.06..../  DE000ME4ALL5  /

Stuttgart
2024-05-31  8:08:55 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.063EUR -4.55% -
Bid Size: -
-
Ask Size: -
Rollins Inc 48.00 USD 2024-06-21 Call
 

Master data

WKN: ME4ALL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rollins Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -0.21
Time value: 0.08
Break-even: 45.03
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 2.38
Spread abs.: 0.01
Spread %: 16.42%
Delta: 0.32
Theta: -0.04
Omega: 17.37
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.063
Low: 0.059
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -32.26%
3 Months
  -56.55%
YTD
  -66.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.063
1M High / 1M Low: 0.131 0.063
6M High / 6M Low: 0.240 0.063
High (YTD): 2024-03-20 0.240
Low (YTD): 2024-05-31 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.60%
Volatility 6M:   150.65%
Volatility 1Y:   -
Volatility 3Y:   -