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Morgan Stanley Call 22.5 BTU 20.0.../  DE000ME433N7  /

Stuttgart
25/06/2024  16:22:29 Chg.-0.014 Bid18:15:04 Ask18:15:04 Underlying Strike price Expiration date Option type
0.127EUR -9.93% 0.115
Bid Size: 100,000		 0.130
Ask Size: 100,000		 Peabody Energy Corpo... 22.50 USD 20/09/2024 Call
 

Master data

WKN: ME433N
Issuer: Morgan Stanley
Currency: EUR
Underlying: Peabody Energy Corporation
Type: Warrant
Option type: Call
Strike price: 22.50 USD
Maturity: 20/09/2024
Issue date: 23/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.54
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -0.03
Time value: 0.15
Break-even: 22.49
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.53
Theta: -0.01
Omega: 7.18
Rho: 0.02
 

Quote data

Open: 0.133
High: 0.133
Low: 0.127
Previous Close: 0.141
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.53%
1 Month
  -42.79%
3 Months
  -54.64%
YTD
  -69.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.135
1M High / 1M Low: 0.370 0.135
6M High / 6M Low: 0.580 0.135
High (YTD): 26/01/2024 0.580
Low (YTD): 21/06/2024 0.135
52W High: - -
52W Low: - -
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   96
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.68%
Volatility 6M:   155.25%
Volatility 1Y:   -
Volatility 3Y:   -