Morgan Stanley Call 124 6MK 21.03.../  DE000ME2EZ47  /

Stuttgart
2024-09-20  6:20:30 PM Chg.-0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 124.00 - 2025-03-21 Call
 

Master data

WKN: ME2EZ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 124.00 -
Maturity: 2025-03-21
Issue date: 2023-10-23
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.41
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -1.90
Time value: 0.43
Break-even: 128.30
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.30
Theta: -0.03
Omega: 7.43
Rho: 0.14
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -14.29%
3 Months
  -69.57%
YTD
  -10.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.580 0.360
6M High / 6M Low: 1.680 0.360
High (YTD): 2024-03-28 1.680
Low (YTD): 2024-09-12 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.87%
Volatility 6M:   164.96%
Volatility 1Y:   -
Volatility 3Y:   -