Morgan Stanley Call 85 OEWA 20.09.../  DE000ME9S517  /

Stuttgart
2024-05-03  6:57:23 PM Chg.+0.020 Bid2024-05-03 Ask2024-05-03 Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.400
Bid Size: 2,000
-
Ask Size: -
VERBUND AG INH... 85.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S51
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.17
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.26
Parity: -1.12
Time value: 0.43
Break-even: 89.30
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.37
Theta: -0.03
Omega: 6.31
Rho: 0.09
 

Quote data

Open: 0.410
High: 0.410
Low: 0.400
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+29.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.390 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -