Morgan Stanley Call 152 NESN 20.0.../  DE000ME2ZSU2  /

Stuttgart
2024-06-07  9:13:49 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.031EUR 0.00% -
Bid Size: -
-
Ask Size: -
NESTLE N 152.00 CHF 2025-06-20 Call
 

Master data

WKN: ME2ZSU
Issuer: Morgan Stanley
Currency: EUR
Underlying: NESTLE N
Type: Warrant
Option type: Call
Strike price: 152.00 CHF
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 239.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -5.64
Time value: 0.04
Break-even: 157.37
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 35.48%
Delta: 0.05
Theta: 0.00
Omega: 11.44
Rho: 0.05
 

Quote data

Open: 0.033
High: 0.033
Low: 0.031
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+24.00%
3 Months
  -31.11%
YTD
  -56.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.030
1M High / 1M Low: 0.032 0.024
6M High / 6M Low: 0.092 0.024
High (YTD): 2024-01-09 0.076
Low (YTD): 2024-05-20 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.55%
Volatility 6M:   113.23%
Volatility 1Y:   -
Volatility 3Y:   -