Morgan Stanley Call 250 PWR 20.12.../  DE000ME65SR1  /

Stuttgart
2024-06-05  11:06:08 AM Chg.+0.04 Bid12:44:41 PM Ask12:44:41 PM Underlying Strike price Expiration date Option type
3.82EUR +1.06% 3.82
Bid Size: 1,000
3.92
Ask Size: 1,000
Quanta Services Inc 250.00 USD 2024-12-20 Call
 

Master data

WKN: ME65SR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 1.84
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 1.84
Time value: 2.06
Break-even: 268.74
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.08
Spread %: 2.09%
Delta: 0.69
Theta: -0.07
Omega: 4.38
Rho: 0.71
 

Quote data

Open: 3.82
High: 3.82
Low: 3.82
Previous Close: 3.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.23%
1 Month  
+22.83%
3 Months  
+50.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.63 3.78
1M High / 1M Low: 4.86 3.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.21
Avg. volume 1W:   0.00
Avg. price 1M:   4.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -