Morgan Stanley Call 10 FTE 20.12..../  DE000ME8N5T7  /

Stuttgart
9/20/2024  6:56:45 PM Chg.+0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.950EUR +6.74% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 EUR 12/20/2024 Call
 

Master data

WKN: ME8N5T
Issuer: Morgan Stanley
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/20/2024
Issue date: 2/13/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.72
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.83
Implied volatility: 0.19
Historic volatility: 0.14
Parity: 0.83
Time value: 0.18
Break-even: 11.01
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 4.12%
Delta: 0.83
Theta: 0.00
Omega: 8.93
Rho: 0.02
 

Quote data

Open: 0.910
High: 1.030
Low: 0.910
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.86%
1 Month  
+86.27%
3 Months  
+196.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.890
1M High / 1M Low: 1.050 0.490
6M High / 6M Low: 1.210 0.219
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.978
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   0.668
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.86%
Volatility 6M:   172.88%
Volatility 1Y:   -
Volatility 3Y:   -