Morgan Stanley Call 148 6MK 16.01.../  DE000ME2F717  /

Stuttgart
2024-06-21  12:49:53 PM Chg.+0.020 Bid3:56:55 PM Ask3:56:55 PM Underlying Strike price Expiration date Option type
0.900EUR +2.27% 0.950
Bid Size: 50,000
0.960
Ask Size: 50,000
MERCK CO. D... 148.00 - 2026-01-16 Call
 

Master data

WKN: ME2F71
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 148.00 -
Maturity: 2026-01-16
Issue date: 2023-10-23
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -2.69
Time value: 0.91
Break-even: 157.10
Moneyness: 0.82
Premium: 0.30
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.39
Theta: -0.02
Omega: 5.19
Rho: 0.60
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month     0.00%
3 Months  
+9.76%
YTD  
+181.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.790
1M High / 1M Low: 0.940 0.710
6M High / 6M Low: 1.140 0.280
High (YTD): 2024-03-28 1.140
Low (YTD): 2024-01-02 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.89%
Volatility 6M:   106.47%
Volatility 1Y:   -
Volatility 3Y:   -