Morgan Stanley Call 95 CHD 20.12..../  DE000ME66CB7  /

Stuttgart
2024-06-07  9:23:39 PM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.59EUR +0.63% -
Bid Size: -
-
Ask Size: -
Church and Dwight Co... 95.00 - 2024-12-20 Call
 

Master data

WKN: ME66CB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.41
Implied volatility: 0.46
Historic volatility: 0.15
Parity: 0.41
Time value: 1.20
Break-even: 111.10
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.26%
Delta: 0.64
Theta: -0.04
Omega: 3.92
Rho: 0.25
 

Quote data

Open: 1.60
High: 1.63
Low: 1.59
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.19%
1 Month  
+5.30%
3 Months  
+16.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.43
1M High / 1M Low: 1.62 1.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -