Morgan Stanley Call 925 SMCI 20.0.../  DE000ME8NA49  /

Stuttgart
2024-06-03  2:19:27 PM Chg.+0.13 Bid6:18:57 PM Ask6:18:57 PM Underlying Strike price Expiration date Option type
1.63EUR +8.67% 1.44
Bid Size: 25,000
1.51
Ask Size: 25,000
Super Micro Computer... 925.00 USD 2024-09-20 Call
 

Master data

WKN: ME8NA4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Super Micro Computer Inc
Type: Warrant
Option type: Call
Strike price: 925.00 USD
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 44.08
Leverage: Yes

Calculated values

Fair value: 9.18
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.85
Parity: -12.95
Time value: 1.64
Break-even: 868.73
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.85
Spread abs.: 0.07
Spread %: 4.46%
Delta: 0.23
Theta: -0.20
Omega: 10.15
Rho: 0.45
 

Quote data

Open: 1.60
High: 1.63
Low: 1.60
Previous Close: 1.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.38%
1 Month  
+1.88%
3 Months
  -21.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.50
1M High / 1M Low: 2.25 1.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -