Morgan Stanley Call 57.5 SAX 20.0.../  DE000ME7H5Z3  /

Stuttgart
2024-05-16  5:27:20 PM Chg.+0.240 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.930EUR +34.78% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 57.50 - 2024-09-20 Call
 

Master data

WKN: ME7H5Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 57.50 -
Maturity: 2024-09-20
Issue date: 2024-01-24
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.47
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 0.47
Time value: 0.27
Break-even: 64.80
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.73
Theta: -0.02
Omega: 6.24
Rho: 0.13
 

Quote data

Open: 0.990
High: 0.990
Low: 0.930
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month  
+116.28%
3 Months  
+190.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.670
1M High / 1M Low: 0.930 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.643
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -