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

Stuttgart
2024-09-24  10:54:35 AM Chg.+0.010 Bid4:30:45 PM Ask4:30:45 PM Underlying Strike price Expiration date Option type
0.070EUR +16.67% 0.067
Bid Size: 40,000
0.082
Ask Size: 40,000
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: 177.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -3.19
Time value: 0.08
Break-even: 17.08
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 21.88%
Delta: 0.09
Theta: 0.00
Omega: 16.08
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+29.63%
3 Months
  -27.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.103 0.060
1M High / 1M Low: 0.103 0.055
6M High / 6M Low: 0.400 0.047
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.09%
Volatility 6M:   198.63%
Volatility 1Y:   -
Volatility 3Y:   -