Morgan Stanley Call 128 6MK 20.12.2024
/ DE000ME2ESB7
Morgan Stanley Call 128 6MK 20.12.../ DE000ME2ESB7 /
| 2024-06-21 12:49:43 PM |
Chg.+0.020 |
Bid3:57:16 PM |
Ask3:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
1.000
Bid Size: 50,000 |
1.010
Ask Size: 50,000 |
MERCK CO. D... |
128.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME2ESB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-0.69 |
| Time value: |
0.95 |
| Break-even: |
137.50 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.48 |
| Theta: |
-0.04 |
| Omega: |
6.18 |
| Rho: |
0.25 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-5.15% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
+240.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.790 |
| 1M High / 1M Low: |
1.010 |
0.680 |
| 6M High / 6M Low: |
1.230 |
0.238 |
| High (YTD): |
2024-03-28 |
1.230 |
| Low (YTD): |
2024-01-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.20% |
| Volatility 6M: |
|
148.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
