Morgan Stanley Call 127 6MK 17.01.../  DE000ME2ES87  /

Stuttgart
2024-06-14  6:32:52 PM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.980EUR +5.38% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 127.00 - 2025-01-17 Call
 

Master data

WKN: ME2ES8
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 127.00 -
Maturity: 2025-01-17
Issue date: 2023-10-23
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.34
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -0.60
Time value: 0.98
Break-even: 136.80
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.50
Theta: -0.03
Omega: 6.17
Rho: 0.30
 

Quote data

Open: 0.900
High: 0.980
Low: 0.900
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.41%
1 Month
  -12.50%
3 Months  
+27.27%
YTD  
+206.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.930
1M High / 1M Low: 1.140 0.780
6M High / 6M Low: 1.330 0.280
High (YTD): 2024-03-28 1.330
Low (YTD): 2024-01-02 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   1.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.903
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.87%
Volatility 6M:   139.09%
Volatility 1Y:   -
Volatility 3Y:   -