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Morgan Stanley Call 87.5 AEP 21.0.../  DE000ME3CN42  /

Stuttgart
2024-05-24  5:57:58 PM Chg.-0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 American Electric Po... 87.50 USD 2024-06-21 Call
 

Master data

WKN: ME3CN4
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 87.50 USD
Maturity: 2024-06-21
Issue date: 2023-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.38
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.14
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.14
Time value: 0.13
Break-even: 83.37
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.65
Theta: -0.04
Omega: 19.67
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.85%
1 Month  
+39.04%
3 Months  
+73.33%
YTD  
+25.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.260
1M High / 1M Low: 0.580 0.187
6M High / 6M Low: 0.580 0.055
High (YTD): 2024-05-16 0.580
Low (YTD): 2024-02-08 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.05%
Volatility 6M:   265.62%
Volatility 1Y:   -
Volatility 3Y:   -