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Morgan Stanley Call 97.5 PM 20.09.../  DE000ME1CMS0  /

Stuttgart
2024-05-28  10:38:07 AM Chg.+0.010 Bid5:12:36 PM Ask5:12:36 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.490
Bid Size: 100,000		 0.510
Ask Size: 100,000		 Philip Morris Intern... 97.50 USD 2024-09-20 Call
 

Master data

WKN: ME1CMS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 97.50 USD
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.04
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.22
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.22
Time value: 0.32
Break-even: 95.17
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.66
Theta: -0.02
Omega: 11.32
Rho: 0.18
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.93%
1 Month  
+50.00%
3 Months  
+224.84%
YTD  
+13.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 0.600 0.340
6M High / 6M Low: 0.600 0.150
High (YTD): 2024-05-16 0.600
Low (YTD): 2024-03-01 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.46%
Volatility 6M:   189.04%
Volatility 1Y:   -
Volatility 3Y:   -