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Morgan Stanley Call 100 PM 20.09..../  DE000ME17750  /

Stuttgart
2024-06-19  9:16:55 PM Chg.- Bid8:12:03 AM Ask8:12:03 AM Underlying Strike price Expiration date Option type
0.410EUR - 0.410
Bid Size: 7,500		 0.440
Ask Size: 7,500		 Philip Morris Intern... 100.00 USD 2024-09-20 Call
 

Master data

WKN: ME1775
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.93
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.12
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.12
Time value: 0.33
Break-even: 97.55
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 9.76%
Delta: 0.61
Theta: -0.02
Omega: 12.77
Rho: 0.13
 

Quote data

Open: 0.430
High: 0.430
Low: 0.410
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.87%
1 Month  
+10.81%
3 Months  
+86.36%
YTD  
+17.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.390
1M High / 1M Low: 0.610 0.340
6M High / 6M Low: 0.610 0.102
High (YTD): 2024-06-07 0.610
Low (YTD): 2024-03-01 0.102
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.61%
Volatility 6M:   201.73%
Volatility 1Y:   -
Volatility 3Y:   -