Morgan Stanley Call 122 6MK 20.09.2024
/ DE000ME2FCB8
Morgan Stanley Call 122 6MK 20.09.../ DE000ME2FCB8 /
| 6/24/2024 12:36:54 PM |
Chg.+0.07 |
Bid4:36:10 PM |
Ask4:36:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+6.67% |
1.22
Bid Size: 50,000 |
1.23
Ask Size: 50,000 |
MERCK CO. D... |
122.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME2FCB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
0.03 |
| Time value: |
1.13 |
| Break-even: |
133.60 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
5.95 |
| Rho: |
0.14 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+286.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.90 |
| 1M High / 1M Low: |
1.14 |
0.75 |
| 6M High / 6M Low: |
1.42 |
0.27 |
| High (YTD): |
3/28/2024 |
1.42 |
| Low (YTD): |
1/2/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.97% |
| Volatility 6M: |
|
175.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
