Morgan Stanley Call 255 ANET 16.0.../  DE000ME6ESK9  /

Stuttgart
2024-06-20  3:39:01 PM Chg.+0.09 Bid4:15:32 PM Ask4:15:32 PM Underlying Strike price Expiration date Option type
12.58EUR +0.72% 12.71
Bid Size: 25,000
12.76
Ask Size: 25,000
Arista Networks 255.00 USD 2026-01-16 Call
 

Master data

WKN: ME6ESK
Issuer: Morgan Stanley
Currency: EUR
Underlying: Arista Networks
Type: Warrant
Option type: Call
Strike price: 255.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-04
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 11.11
Intrinsic value: 7.94
Implied volatility: 0.53
Historic volatility: 0.39
Parity: 7.94
Time value: 4.64
Break-even: 363.07
Moneyness: 1.33
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 0.64%
Delta: 0.80
Theta: -0.06
Omega: 2.02
Rho: 2.02
 

Quote data

Open: 12.72
High: 12.72
Low: 12.58
Previous Close: 12.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.77%
1 Month  
+14.99%
3 Months  
+33.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.72 11.46
1M High / 1M Low: 12.72 8.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.16
Avg. volume 1W:   0.00
Avg. price 1M:   10.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -