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Morgan Stanley Call 5.75 Aegon Lt.../  DE000ME10S65  /

Stuttgart
2024-06-04  5:41:59 PM Chg.-0.040 Bid8:16:13 PM Ask8:16:13 PM Underlying Strike price Expiration date Option type
0.300EUR -11.76% 0.300
Bid Size: 2,500		 0.320
Ask Size: 2,500		 AEGON NV (DEMAT.) ... 5.75 EUR 2024-09-20 Call
 

Master data

WKN: ME10S6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.75 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.66
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.20
Implied volatility: 0.18
Historic volatility: 0.22
Parity: 0.20
Time value: 0.18
Break-even: 6.13
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.70
Theta: 0.00
Omega: 10.95
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.300
Low: 0.280
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.17%
1 Month
  -18.92%
3 Months  
+108.33%
YTD  
+3.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 0.670 0.340
6M High / 6M Low: 0.670 0.144
High (YTD): 2024-05-21 0.670
Low (YTD): 2024-03-04 0.144
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.29%
Volatility 6M:   147.81%
Volatility 1Y:   -
Volatility 3Y:   -