Morgan Stanley Call 64 ROL 20.09..../  DE000ME4ABA9  /

Stuttgart
2024-06-06  8:06:34 PM Chg.+0.001 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.073EUR +1.39% -
Bid Size: -
-
Ask Size: -
Rollins Inc 64.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rollins Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.21
Parity: -1.52
Time value: 0.09
Break-even: 59.75
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.95
Spread abs.: 0.02
Spread %: 23.61%
Delta: 0.16
Theta: -0.01
Omega: 8.09
Rho: 0.02
 

Quote data

Open: 0.065
High: 0.073
Low: 0.065
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.29%
1 Month
  -7.59%
3 Months
  -19.78%
YTD
  -27.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.069
1M High / 1M Low: 0.081 0.066
6M High / 6M Low: 0.129 0.066
High (YTD): 2024-01-19 0.122
Low (YTD): 2024-05-21 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.82%
Volatility 6M:   108.76%
Volatility 1Y:   -
Volatility 3Y:   -