Morgan Stanley Call 240 FDX 20.09.../  DE000ME6HEE5  /

Stuttgart
2024-06-14  9:00:13 PM Chg.-0.42 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
10.74EUR -3.76% -
Bid Size: -
-
Ask Size: -
FedEx Corp 240.00 USD 2024-09-20 Call
 

Master data

WKN: ME6HEE
Issuer: Morgan Stanley
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-05
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 20.87
Leverage: Yes

Calculated values

Fair value: 15.08
Intrinsic value: 6.01
Implied volatility: 0.13
Historic volatility: 0.23
Parity: 6.01
Time value: 5.02
Break-even: 235.23
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 0.91%
Delta: 0.71
Theta: -0.04
Omega: 14.90
Rho: 0.41
 

Quote data

Open: 11.15
High: 11.15
Low: 10.25
Previous Close: 11.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.57%
1 Month
  -25.26%
3 Months
  -17.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.73 10.74
1M High / 1M Low: 14.45 10.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   11.70
Avg. volume 1W:   0.00
Avg. price 1M:   12.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -