Morgan Stanley Call 55 0B2 20.12..../  DE000ME86F02  /

Stuttgart
2024-05-31  9:20:09 PM Chg.+0.080 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.820EUR +10.81% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 55.00 EUR 2024-12-20 Call
 

Master data

WKN: ME86F0
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.56
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 0.56
Time value: 0.28
Break-even: 63.40
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.01
Omega: 5.54
Rho: 0.21
 

Quote data

Open: 0.750
High: 0.820
Low: 0.750
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+51.85%
3 Months  
+312.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.740
1M High / 1M Low: 0.900 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -