Morgan Stanley Call 57.5 ERIC/B 2.../  DE000ME81BP8  /

Stuttgart
2024-05-03  3:57:08 PM Chg.+0.060 Bid4:27:55 PM Ask4:27:55 PM Underlying Strike price Expiration date Option type
0.470EUR +14.63% 0.470
Bid Size: 125,000
0.480
Ask Size: 125,000
Ericsson, Telefonab.... 57.50 SEK 2024-12-20 Call
 

Master data

WKN: ME81BP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 57.50 SEK
Maturity: 2024-12-20
Issue date: 2024-02-01
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 11.11
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.15
Time value: 0.43
Break-even: 5.36
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.53
Theta: 0.00
Omega: 5.94
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.470
Low: 0.450
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month
  -9.62%
3 Months
  -20.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.530 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -