Morgan Stanley Call 17 XCA 20.12..../  DE000ME6LRE9  /

Stuttgart
2024-06-21  9:20:10 PM Chg.-0.002 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.097EUR -2.02% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 17.00 EUR 2024-12-20 Call
 

Master data

WKN: ME6LRE
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-08
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 112.28
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -3.98
Time value: 0.12
Break-even: 17.12
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 19.59%
Delta: 0.11
Theta: 0.00
Omega: 12.06
Rho: 0.01
 

Quote data

Open: 0.096
High: 0.103
Low: 0.096
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.22%
1 Month
  -70.61%
3 Months
  -48.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.097
1M High / 1M Low: 0.370 0.097
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -