Morgan Stanley Call 87.5 OEWA 20..../  DE000ME9S525  /

Stuttgart
2024-05-03  6:57:23 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 87.50 EUR 2024-09-20 Call
 

Master data

WKN: ME9S52
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.46
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -1.37
Time value: 0.40
Break-even: 91.50
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.75
Spread abs.: 0.05
Spread %: 14.29%
Delta: 0.34
Theta: -0.03
Omega: 6.25
Rho: 0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.370 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.333
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -