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Morgan Stanley Call 25 BTU 20.09..../  DE000ME39AE2  /

Stuttgart
2024-06-20  10:18:32 AM Chg.+0.001 Bid2:50:25 PM Ask2:50:25 PM Underlying Strike price Expiration date Option type
0.070EUR +1.45% 0.072
Bid Size: 17,500		 0.091
Ask Size: 12,500		 Peabody Energy Corpo... 25.00 USD 2024-09-20 Call
 

Master data

WKN: ME39AE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Peabody Energy Corporation
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.78
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -0.23
Time value: 0.09
Break-even: 24.14
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 25.71%
Delta: 0.35
Theta: -0.01
Omega: 8.31
Rho: 0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.069
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.35%
1 Month
  -36.36%
3 Months
  -66.18%
YTD
  -76.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.069
1M High / 1M Low: 0.218 0.069
6M High / 6M Low: 0.430 0.069
High (YTD): 2024-01-26 0.430
Low (YTD): 2024-06-19 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   88
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.38%
Volatility 6M:   189.07%
Volatility 1Y:   -
Volatility 3Y:   -