Morgan Stanley Call 130 MCHP 20.0.../  DE000ME58NB1  /

Stuttgart
2024-06-06  10:19:03 AM Chg.-0.007 Bid11:48:19 AM Ask11:48:19 AM Underlying Strike price Expiration date Option type
0.047EUR -12.96% 0.045
Bid Size: 2,000
0.071
Ask Size: 2,000
Microchip Technology... 130.00 USD 2024-09-20 Call
 

Master data

WKN: ME58NB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 154.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -3.28
Time value: 0.06
Break-even: 120.11
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 2.07
Spread abs.: 0.01
Spread %: 9.80%
Delta: 0.08
Theta: -0.01
Omega: 11.85
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.86%
1 Month
  -50.53%
3 Months
  -40.51%
YTD
  -62.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.054
1M High / 1M Low: 0.095 0.054
6M High / 6M Low: - -
High (YTD): 2024-03-12 0.127
Low (YTD): 2024-04-19 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -