Morgan Stanley Call 17 NDX1 20.09.../  DE000ME10CE9  /

Stuttgart
04/06/2024  18:11:35 Chg.-0.060 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.770EUR -7.23% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 17.00 EUR 20/09/2024 Call
 

Master data

WKN: ME10CE
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 20/09/2024
Issue date: 22/09/2023
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.68
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -2.32
Time value: 0.88
Break-even: 17.88
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.95
Spread abs.: 0.05
Spread %: 6.02%
Delta: 0.36
Theta: -0.01
Omega: 6.07
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.770
Low: 0.760
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.62%
1 Month  
+2.67%
3 Months  
+8.45%
YTD  
+8.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.740
1M High / 1M Low: 1.230 0.690
6M High / 6M Low: 1.230 0.420
High (YTD): 14/05/2024 1.230
Low (YTD): 19/03/2024 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.55%
Volatility 6M:   111.92%
Volatility 1Y:   -
Volatility 3Y:   -