Morgan Stanley Call 85 SWK 20.09..../  DE000ME2M2X3  /

Stuttgart
6/3/2024  9:20:23 PM Chg.-0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% -
Bid Size: -
-
Ask Size: -
Stanley Black and De... 85.00 - 9/20/2024 Call
 

Master data

WKN: ME2M2X
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 9/20/2024
Issue date: 10/26/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.55
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -0.47
Time value: 0.64
Break-even: 91.40
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 4.92%
Delta: 0.48
Theta: -0.04
Omega: 5.98
Rho: 0.10
 

Quote data

Open: 0.610
High: 0.610
Low: 0.530
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month
  -10.94%
3 Months
  -43.00%
YTD
  -68.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.400
1M High / 1M Low: 0.960 0.400
6M High / 6M Low: 2.070 0.400
High (YTD): 1/2/2024 1.720
Low (YTD): 5/29/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.18%
Volatility 6M:   155.70%
Volatility 1Y:   -
Volatility 3Y:   -