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Morgan Stanley Call 122.5 PM 20.0.../  DE000ME4JE03  /

Stuttgart
9/26/2024  10:20:23 AM Chg.+0.020 Bid11:40:33 AM Ask11:40:33 AM Underlying Strike price Expiration date Option type
0.710EUR +2.90% 0.680
Bid Size: 10,000		 0.700
Ask Size: 10,000		 Philip Morris Intern... 122.50 USD 6/20/2025 Call
 

Master data

WKN: ME4JE0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 122.50 USD
Maturity: 6/20/2025
Issue date: 12/4/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.40
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.07
Time value: 0.71
Break-even: 117.16
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.58
Theta: -0.02
Omega: 8.91
Rho: 0.41
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.94%
1 Month
  -5.33%
3 Months  
+244.66%
YTD  
+355.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.620
1M High / 1M Low: 1.140 0.620
6M High / 6M Low: 1.140 0.091
High (YTD): 9/9/2024 1.140
Low (YTD): 3/1/2024 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.866
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.40%
Volatility 6M:   136.89%
Volatility 1Y:   -
Volatility 3Y:   -