Morgan Stanley Call 77.5 OEWA 20..../  DE000ME9S4Y4  /

Stuttgart
2024-05-02  2:52:16 PM Chg.+0.050 Bid5:35:56 PM Ask5:35:56 PM Underlying Strike price Expiration date Option type
0.540EUR +10.20% 0.540
Bid Size: 2,000
-
Ask Size: -
VERBUND AG INH... 77.50 EUR 2024-09-20 Call
 

Master data

WKN: ME9S4Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 77.50 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.77
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -0.59
Time value: 0.52
Break-even: 82.70
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.45
Theta: -0.03
Omega: 6.16
Rho: 0.10
 

Quote data

Open: 0.530
High: 0.540
Low: 0.530
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month  
+28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.460
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.475
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -