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

Stuttgart
6/19/2024  11:27:24 AM Chg.+0.010 Bid1:23:34 PM Ask1:23:34 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 35,000
0.380
Ask Size: 35,000
NORDEX SE O.N. 17.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 9/22/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.27
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.41
Parity: -4.59
Time value: 0.41
Break-even: 17.41
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 2.78
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.21
Theta: -0.01
Omega: 6.40
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -59.09%
3 Months
  -14.29%
YTD
  -49.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.970 0.350
6M High / 6M Low: 1.230 0.350
High (YTD): 5/14/2024 1.230
Low (YTD): 6/18/2024 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.66%
Volatility 6M:   114.98%
Volatility 1Y:   -
Volatility 3Y:   -