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Morgan Stanley Call 87.5 SWK 20.0.../  DE000ME2S9H5  /

Stuttgart
2024-05-28  10:53:19 AM Chg.- Bid9:12:45 AM Ask9:12:45 AM Underlying Strike price Expiration date Option type
0.430EUR - 0.370
Bid Size: 3,750		 0.400
Ask Size: 3,750		 Stanley Black and De... 87.50 - 2024-09-20 Call
 

Master data

WKN: ME2S9H
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-09-20
Issue date: 2023-10-30
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.87
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -0.82
Time value: 0.47
Break-even: 92.20
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.40
Theta: -0.03
Omega: 6.77
Rho: 0.09
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month
  -49.41%
3 Months
  -48.19%
YTD
  -73.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.420
1M High / 1M Low: 0.900 0.420
6M High / 6M Low: 1.920 0.420
High (YTD): 2024-01-02 1.600
Low (YTD): 2024-05-24 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   1.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.94%
Volatility 6M:   163.13%
Volatility 1Y:   -
Volatility 3Y:   -