Morgan Stanley Call 51 ABBN 20.09.../  DE000ME9VHH6  /

Stuttgart
2024-05-31  11:54:17 AM Chg.+0.007 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.141EUR +5.22% -
Bid Size: -
-
Ask Size: -
ABB LTD N 51.00 CHF 2024-09-20 Call
 

Master data

WKN: ME9VHH
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 51.00 CHF
Maturity: 2024-09-20
Issue date: 2024-03-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.55
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.20
Time value: 0.14
Break-even: 53.47
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 2.24%
Delta: 0.41
Theta: -0.01
Omega: 14.89
Rho: 0.06
 

Quote data

Open: 0.141
High: 0.141
Low: 0.141
Previous Close: 0.134
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.80%
1 Month  
+200.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.152 0.134
1M High / 1M Low: 0.152 0.043
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -