Morgan Stanley Call 57.5 S92 21.0.../  DE000ME74BB3  /

Stuttgart
2024-05-23  10:48:18 AM Chg.+0.008 Bid12:23:07 PM Ask12:23:07 PM Underlying Strike price Expiration date Option type
0.086EUR +10.26% 0.105
Bid Size: 80,000
0.115
Ask Size: 80,000
SMA SOLAR TECHNOL.AG 57.50 EUR 2024-06-21 Call
 

Master data

WKN: ME74BB
Issuer: Morgan Stanley
Currency: EUR
Underlying: SMA SOLAR TECHNOL.AG
Type: Warrant
Option type: Call
Strike price: 57.50 EUR
Maturity: 2024-06-21
Issue date: 2024-01-18
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.47
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.51
Parity: -0.81
Time value: 0.10
Break-even: 58.52
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 7.35
Spread abs.: 0.02
Spread %: 22.89%
Delta: 0.22
Theta: -0.05
Omega: 10.81
Rho: 0.01
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month
  -52.75%
3 Months
  -84.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.072
1M High / 1M Low: 0.215 0.072
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -