Morgan Stanley Call 90 SO 20.12.2.../  DE000ME66FM7  /

Stuttgart
2024-05-23  9:02:05 PM Chg.-0.017 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.087EUR -16.35% -
Bid Size: -
-
Ask Size: -
Southern Co 90.00 USD 2024-12-20 Call
 

Master data

WKN: ME66FM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.23
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -1.04
Time value: 0.11
Break-even: 84.19
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.00
Spread %: 3.96%
Delta: 0.21
Theta: -0.01
Omega: 14.54
Rho: 0.08
 

Quote data

Open: 0.102
High: 0.102
Low: 0.087
Previous Close: 0.104
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.68%
1 Month  
+45.00%
3 Months  
+128.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.087
1M High / 1M Low: 0.114 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -