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

Stuttgart
2024-05-17  5:46:50 PM Chg.+0.150 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.770EUR +24.19% -
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: 8.59
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.52
Implied volatility: 0.15
Historic volatility: 0.24
Parity: 0.52
Time value: 0.19
Break-even: 62.00
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.01
Omega: 7.24
Rho: 0.26
 

Quote data

Open: 0.670
High: 0.770
Low: 0.670
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.46%
1 Month  
+57.14%
3 Months  
+45.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 0.770 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -