Morgan Stanley Call 50 ADM 20.12..../  DE000ME8HL85  /

Stuttgart
2024-06-03  11:58:53 AM Chg.+0.09 Bid3:32:29 PM Ask3:32:29 PM Underlying Strike price Expiration date Option type
1.29EUR +7.50% 1.25
Bid Size: 80,000
1.28
Ask Size: 80,000
Archer Daniels Midla... 50.00 USD 2024-12-20 Call
 

Master data

WKN: ME8HL8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-09
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.15
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 1.15
Time value: 0.18
Break-even: 59.37
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.88
Theta: -0.01
Omega: 3.79
Rho: 0.20
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.16%
1 Month  
+24.04%
3 Months  
+51.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.09
1M High / 1M Low: 1.30 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -