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Morgan Stanley Call 97.5 PM 20.06.../  DE000ME3J4B9  /

Stuttgart
2024-05-27  8:46:12 PM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.840EUR -2.33% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 97.50 USD 2025-06-20 Call
 

Master data

WKN: ME3J4B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 97.50 USD
Maturity: 2025-06-20
Issue date: 2023-11-13
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.22
Implied volatility: 0.14
Historic volatility: 0.15
Parity: 0.22
Time value: 0.65
Break-even: 98.59
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.70
Theta: -0.01
Omega: 7.37
Rho: 0.59
 

Quote data

Open: 0.820
High: 0.840
Low: 0.820
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month  
+20.00%
3 Months  
+115.38%
YTD  
+21.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 0.950 0.650
6M High / 6M Low: 0.950 0.370
High (YTD): 2024-05-16 0.950
Low (YTD): 2024-03-01 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.33%
Volatility 6M:   111.59%
Volatility 1Y:   -
Volatility 3Y:   -