Morgan Stanley Call 85 SWK 20.12..../  DE000ME89403  /

Stuttgart
2024-06-03  6:54:26 PM Chg.-0.040 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.750EUR -5.06% -
Bid Size: -
-
Ask Size: -
Stanley Black and De... 85.00 - 2024-12-20 Call
 

Master data

WKN: ME8940
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2024-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.34
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -0.47
Time value: 0.86
Break-even: 93.60
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.51
Theta: -0.03
Omega: 4.81
Rho: 0.18
 

Quote data

Open: 0.840
High: 0.880
Low: 0.750
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.06%
1 Month
  -10.71%
3 Months
  -36.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.630
1M High / 1M Low: 1.160 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -