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Morgan Stanley Call 90 SWK 20.09..../  DE000ME1NQ71  /

Stuttgart
2024-06-07  6:23:29 PM Chg.- Bid11:04:13 AM Ask11:04:13 AM Underlying Strike price Expiration date Option type
0.240EUR - 0.213
Bid Size: 3,750		 0.239
Ask Size: 3,750		 Stanley Black and De... 90.00 - 2024-09-20 Call
 

Master data

WKN: ME1NQ7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-09-20
Issue date: 2023-10-06
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.85
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -1.35
Time value: 0.25
Break-even: 92.48
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.97
Spread abs.: 0.02
Spread %: 8.30%
Delta: 0.27
Theta: -0.03
Omega: 8.43
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -57.14%
3 Months
  -75.26%
YTD
  -83.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: 0.640 0.240
6M High / 6M Low: 1.750 0.240
High (YTD): 2024-01-02 1.440
Low (YTD): 2024-06-07 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.880
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.81%
Volatility 6M:   171.79%
Volatility 1Y:   -
Volatility 3Y:   -