Morgan Stanley Call 70 YUMC 20.09.../  DE000ME17ZH8  /

Stuttgart
2024-06-03  11:19:30 AM Chg.-0.002 Bid3:30:49 PM Ask3:30:49 PM Underlying Strike price Expiration date Option type
0.028EUR -6.67% 0.030
Bid Size: 125,000
0.040
Ask Size: 125,000
Yum China Holdings I... 70.00 USD 2024-09-20 Call
 

Master data

WKN: ME17ZH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum China Holdings Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -3.16
Time value: 0.04
Break-even: 64.90
Moneyness: 0.51
Premium: 0.97
Premium p.a.: 8.68
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.08
Theta: -0.01
Omega: 6.37
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.00%
3 Months
  -48.15%
YTD
  -34.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.028
1M High / 1M Low: 0.036 0.025
6M High / 6M Low: 0.089 0.025
High (YTD): 2024-03-15 0.065
Low (YTD): 2024-05-07 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.53%
Volatility 6M:   149.97%
Volatility 1Y:   -
Volatility 3Y:   -