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Morgan Stanley Call 160 PER 20.09.../  DE000ME40YF7  /

Stuttgart
2024-06-24  2:51:03 PM Chg.+0.012 Bid5:06:32 PM Ask5:06:32 PM Underlying Strike price Expiration date Option type
0.108EUR +12.50% 0.114
Bid Size: 40,000		 0.120
Ask Size: 40,000		 PERNOD RICARD ... 160.00 EUR 2024-09-20 Call
 

Master data

WKN: ME40YF
Issuer: Morgan Stanley
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 124.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.21
Parity: -2.93
Time value: 0.11
Break-even: 161.05
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.37
Spread abs.: 0.01
Spread %: 9.38%
Delta: 0.12
Theta: -0.02
Omega: 14.39
Rho: 0.03
 

Quote data

Open: 0.108
High: 0.108
Low: 0.108
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -49.06%
3 Months
  -81.38%
YTD
  -92.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.096
1M High / 1M Low: 0.214 0.096
6M High / 6M Low: 1.630 0.096
High (YTD): 2024-02-22 1.310
Low (YTD): 2024-06-21 0.096
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.36%
Volatility 6M:   195.77%
Volatility 1Y:   -
Volatility 3Y:   -