Morgan Stanley Call 107.5 SY1 20..../  DE000ME5RKY1  /

Stuttgart
2024-10-31  5:29:49 PM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.500EUR -9.09% -
Bid Size: -
-
Ask Size: -
SYMRISE AG INH. O.N. 107.50 EUR 2024-12-20 Call
 

Master data

WKN: ME5RKY
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 107.50 EUR
Maturity: 2024-12-20
Issue date: 2023-12-19
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 19.92
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.41
Implied volatility: 0.17
Historic volatility: 0.19
Parity: 0.41
Time value: 0.16
Break-even: 113.10
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.75
Theta: -0.03
Omega: 14.97
Rho: 0.11
 

Quote data

Open: 0.530
High: 0.530
Low: 0.490
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -43.82%
3 Months
  -26.47%
YTD  
+42.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 0.890 0.550
6M High / 6M Low: 0.890 0.320
High (YTD): 2024-09-30 0.890
Low (YTD): 2024-01-23 0.232
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.12%
Volatility 6M:   80.66%
Volatility 1Y:   -
Volatility 3Y:   -